Is this feasible for real estate investing?

I live with family in NJ and working near NYC. For a long time I ve been wanting a change of scenery and would like to live in another city like Chicago in some time in the future.

Is it feasible to get a mortgage for an apartment in Chicago and hopefully find tenants to pay rent that would cover the mortgage? Maybe for a few years before I find work out there and just move into the apartment myself. Has anyone ever done something like that?

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