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Alternatively, if you prefer step by step instructions, please find information below.
Click Next
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Select:
Contact Method: Mobile app:
Receive notifications for verification
Then click Set up at the bottom
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Work through the step by step instructions that will now be on your PC screen (which look like the next screenshot) to download and configure the “Microsoft Authenticator” app on your mobile phone
Basically you search for "Microsoft Authenticator" on your phone
Add "Work or School Account"
Scan the QR code that is now displayed on your PC screen
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Once you have carried out the above on your phone you then Click “Next”
Add your phone number for additional security verification & click Next
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On the following (final) screen click Done:
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information can be found here