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Make sure the holes are drilled circles, not cut-out squares, because circular holes have greater structural integrity: they spread out the load along the circumference. Many contractors in my condo complex have installed vent fans by drilling 4 inch circular holes through a run of five or sixe bemas, so it is not infeasible. But do not do so without consulting an engineer or absolutely researching the load limits of your size beams and knowing how long the span they support is.
[This message has been edited by Lawrence (edited February 15, 2001).]