Linking to videos in SharePoint?

I'm trying to embed a video into SL360 that is hosted on a SharePoint site, but I haven't had much luck. I get page errors in both Chome and IE. I've tried generating different links and adjusting the permissions, but I'm still running into issues. Is this possible or do I need to link from a site like YouTube or Vimeo? Thanks!

 

Edit: I should add that I am trying to display the video directly in the slide. 

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