From here: https://social.msdn.microsoft.com/Forums/ie/en-US/2530fbe4-b594-4aca-a086-23fb74c2b1cc/response-contenttype-applicationpdf-not-working-in-ie-11?forum=iewebdevelopment&prof=required

Tools>Internet Options>Advanced tab, uncheck "Do not save encrypted files to disk"

PDF is not natively supported in MSIE browsers... You need an installed and enabled PDF file reader ActiveX control to render the PDF file stream.