Not sure what type of copy you are wanting so here are some options
If you want a printed copy of the return select File>Print or click the Printer icon
if you want to copy the file select File>Client File Maintenance>Copy/Backup or
to copy the file highlight the file, right click then select Copy/Backup
Or if you mean Copy as in Duplicate, you can use File > Save As and give it a new name and you'll have a duplicate copy you can use for tax planning or "what if " situations.
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