I may be wrong in this, but I don't believe this is answered in any of the books. Only that a strong Westwind took it and bore it away Eastward.
If this is answerable, please let someone tell this, because (if it is) I am quite curious as well.
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'You?' cried Frodo.
'Yes, I, Gandalf the Grey,' said the wizard solemnly. 'There are many powers in the world, for good or for evil. Some are greater than I am. Against some I have not yet been measured. But my time is coming.'
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