Another tricky and bad worded question.

In the earlier versions of any DBMS, the foreign key was implemented thru triggers.

So the answer should be "YES, implemented by trigger."

Or change the question: a CONSTRAINT FOREIGN KEY could reference a table in another database?

Example:

ALTER TABLE XXX ADD CONSTRAINT FK_XXX_NNN FOREIGN KEY(a)

REFERENCES ANOTHERDB.dbo.NNN(a)

In this case the answer is NO.