NO. You should turn it in to the police.
If you find it and it's locked means it belongs to someone, generally speaking if the phone is yours and you want to switch provider, your current provider would be able to unlock it, keeping that phone is the same as possessing stolen property, the authority will have no way to establish that you did not steal it if they find it in your possession. Like the other guy said, take it to the police and tell them that you found it, it us of no use to you at all, not even the FBI was successful in unlocking one
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