
You could enable IRM for the document library to encrypt downloaded files.
When people download files in an IRM-enabled library, the files are encrypted so that only authorized people can view them. Each rights-managed file also contains an issuance license that imposes restrictions on the people who view the file. Typical restrictions include making a file read-only, disabling the copying of text, preventing people from saving a local copy, and preventing people from printing the file.
Go to Library settings -> Information Rights Management -> Select the Restrict permission to documents in this library on download check box.
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