Hyperlink is not opening in a new window once saved as PDF

I have a Word document with a hyperlink to a URL which is a PDF. The target frame is set to new window.

I saved my Word document as a PDF however when I open it in Chrome (or any other browser) and click the link to the URL, it opens in the same window, not a new window or new tab.

I have tried various Adobe settings found by googling. I have also tried adding a target or \t switch to the hyperlink code in Word but nothing is working.