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The easiest way to do this if to draw a circle using (TTR) tan-tan-radius command.
Ex. Straight line tangent to a 3" dia. circle wanting a 0.06" fillet joining the 2 together and keeping the polyline integrity.
invoke the circle TTr command and select the straight line and circle as your two tangent points. Enter .0625 as the radius of new circle.
Using the trim command trim both the straight line and the 3" circle back to the intersection points of the new circle. Then trim the new circle to the new intersection points created above.
Now use the polyline edit command to join the existing polylines back together and add the new 0.065' fillet to the selection set. This will keep you from having to reselect all of the entities from the original polyline shape.
Learned this one back in vs. 9
Try it. It has worked for years.