HP MSR2000/3000/4000 Router Series Layer 3 - IP Services Configuration Guide
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# Configure the IP address of interface Ethernet 1/1.
[Router] interface ethernet 1/1
[Router-Ethernet1/1] ip address 192.168.20.99 255.255.255.0
# Enable common proxy ARP on interface Ethernet 1/1.
[Router-Ethernet1/1] proxy-arp enable
[Router-Ethernet1/1] quit
After the configuration, Host A and Host D can ping each other.