Which proclamation issued by Abraham Lincoln did not free enslaved people in slave states loyal to the Union, since that might have driven them into the arms of the Confederacy?

Question

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The Emancipation Proclamation, issued by Abraham Lincoln, declared the freedom of all enslaved people in Confederate states but did not apply to slave states that remained loyal to the Union, to avoid pushing them towards the Confederacy.

Which Proclamation Issued by Abraham Lincoln Did Not Free Enslaved