Can I cross reference in a masters application?
They would normally be read together so it isn't really necessary. Some redundancy might be good if you want to emphasize certain things. But it would be normal to have your materials in a folder that is reviewed by members of a committee. If electronic versions are used, they would most likely be kept together also. But your cover letter might provide some emphasis on the things you think are most important. 

Many places also ask for a Statement of Purpose (SOP), in which you can write about your goals and how your background puts you in place to achieve them. You can also provide the needed emphasis in such a document.