KABUL—The Afghan Taliban on Wednesday released a propaganda video showing the handover of U.S. Army Sgt. Bowe Bergdahl, held captive for nearly five years, to U.S. Special Operations Forces in a remote part of eastern Khost province.

The video, posted on a Taliban website, shows Sgt. Bergdahl with a shaved head and no eyebrows. He is wearing Afghan clothing, looking gaunt and dazed, rapidly blinking his eyes.

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