How can I open multiple files using "with open" in Python?

I want to change a couple of files at one time, iff I can write to all of them. I'm wondering if I somehow can combine the multiple open calls with the with statement:

try:
  with open('a', 'w') as a and open('b', 'w') as b:
    do_something()
except IOError as e:
  print 'Operation failed: %s' % e.strerror

If that's not possible, what would an elegant solution to this problem look like?

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