Can't delete alias moved to 'Relocated items' folder during Catalina upgrade
I just upgraded a 2015 MacBook Pro from Mojave to Catalina. Afterwards, a "Relocated items' folder was created under /Users/Shared with an alias on the Desktop. This in turn contains subfolders /Security/usr that contains an alias X11R6 which points to /opt/X11.
When I tried to delete the "Relocated items" folder I got an error stating it wasn't empty. I traced this problem to the alias above.
When I try to delete the X11R6 alias from the command line in Terminal with "sudo rm X11R6" I get an error "Operation not permitted". In Finder, I'm not allowed to drag it to the trash.
How can I delete the alias X11R6 so that I can get rid of the "Relocated items" folder?
MacBook Pro