Multiple columns in OVER ORDER BY

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Is there a way to specify multiple columns in the OVER ORDER BY clause?

SELECT ROW_NUMBER() OVER(ORDER BY (A.Col1)) AS ID FROM MyTable A

The above works fine, but trying to add a second column does not work.

SELECT ROW_NUMBER() OVER(ORDER BY (A.Col1, A.Col2)) AS ID FROM MyTable A

Incorrect syntax near ','.

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