carriage return or line feed in URI attribute values?

What does the specification have to say about

<a href="http://www.example.com/
index.html">Example</a>

Notice the line break in the middle of the attribute value.

A quick read of the HTML spec doesn't shed any light on the issue. Is 
there an inherited rule from SGML?

The behavior that I observe in 3 different user-agents is that the line 
feeds are collapsed out and it requests the URI

	http://www.example.com/index.html

Does something somewhere in the spec or sgml rules say that this should 
be the case, or is this just browser behavior correcting for something 
it shouldn't have been feed in the first place?

Thanks,
Jim