The one concern with selling to a private individual is that if they do something unfortunate with it, you might get a visit. Personally, I like to sell either to someone I know or back to a dealer. Problem with selling to a dealer is that you'll almost definitely get less than you want for it.
Just carrying anything through a gun show has always gotten me a lot of inquiries, from dealers and individuals alike.
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John Beadles, N5OOM
Richardson, TX