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Nephi explained some of the reasons why it is only through Jesus Christ that a person can be saved.
What is 2 Nephi 25: 23, 26 "For we labor diligently to write, to persuade our children, and also our brethren, to believe in Christ, and to be reconciled to God; for we know that it is by grace that we are saved, after all we can do. (26) And we talk of Christ, we rejoice in Christ, we preach of Christ, we prophecy of Christ, and we write according to our prophesies, that our children may know to what source they may look for a remission of their sins."