[Python] Multiple variables in a 'with' statement?

Is it possible to declare more than one variable using a with statement in Python?

Something like:

from __future__ import with_statement

with open("out.txt","wt"), open("in.txt") as file_out, file_in:
for line in file_in:
file_out.write(line)


... or is cleaning up two resources at the same time the problem?

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