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No, CAT-5 is not shielded. A lot of businesses use it for both data and phone, especially with today’s digital phone systems. It’s also used in residential for data and analog phone. It’s not really audio cable, though.
Home Depot has “alarm cable” which is really audio cable, and is two-pair with one pair shielded. I used it with good success in my Kent location. Run the audio on the shield pair (+) (-) and ground, and run the power on the other pair.