You can use HTTP URLs as if they were local files, thanks to PHP's wrappers
You can get the contents from an URL via file_get_contents() and then echo it, or even read it directly using readfile()
$file = file_get_contents('http://example.com/rss');
echo $file;
or
readfile('http://example.com/rss');
Don't forget to set the correct MIME type before outputing anything, though.
header('Content-type: text/xml');
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