Yes. A peripheral can broadcast while connected to a single central device. (Must be undiscoverable, undirected or something similar for broadcast config settings however).
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E.pratt is correct.
You can refer our GitHub project as well for the same: https://github.com/cypresssemiconductorco/PSoC-4-BLE/tree/master/100_Projects_in_100_Days/Day007_Peripheral_and_Broadcaster