Your skin is an electrical insulator meaning that electricity does not go through it. With enough voltage the electricity can jump through your skin but a battery does not provide enough voltage to do that. But even if you hold it to a wound, wet skin or something a small battery is not able to provide enough electricity to shock you. The most you can get is some tingling, if you try it on your tung you may taste salt, but other then that it is not noticeable.
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