Keeping your saved voicemail messages safe is definitely! I apologize but I do not show there is a way to forward a saved voicemail message to another phone. Are you switching to a different phone? May I ask the reason you're looking to forward the saved message?
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Why would a person want to forward a voicemail message? Perhaps the message is for another member of the family, or maybe the information is needed by more than one person. I've noticed the lack of this feature on more than 1 occasion when I needed to share with someone else and had to resort to an alternate method of forwarding the infomation.