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Kami said:

Edit: Found a CPU support list and the Xeon wasn't one of them. It's a H87 chipset and I'm pretty sure the Xeon works on the H97 chipset.

Here's an example of an H87 board which supports a Xeon -1231 v3; however, I'm thinking your motherboard probably won't have the necessary bios, although HP didn't include a lot of CPU's in the support list which should be supported (a multitude of Pentiums, i3s, i5s, and i7s weren't listed.) 

If the chip is on its way your best bet is to do what Arkaign said, update the bios/uefi with your i3, and then test out the Xeon. If it doesn't seem to work, then just sell it (and the i3) and buy an i5.