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Hmm, there are certain things that you may check:
1. Make sure that your phone ringer + notifications volume is loud enough (or not "0"). Press the volume up button to check the volume level settings.
2. Check Settings > notifications+actions > Messaging - make sure that "none" isn't selected under Notification sound.
3. Check that the phone speakers are actually working - try to recording a video with your phone to capture the sounds in your surroundings, and then listen to the playback.
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