In the Rings of Power in the Silmarillion, it says of the 3 rings
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Of the Three Rings that the Elves had preserved unsullied no open word was ever spoken among the Wise, and few even of the Eldar knew where they were bestowed.
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It is also stated that "ere the Third Age was ended", it was known that the Rings were with Elrond and Galadriel,
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But the Red Ring remained hidden until the end, and none save Elrond and Galadriel and Cirdan knew to whom it had been committed.
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But as for Saruman discovering that Gandalf had Narya, this is from The Unfinished Tales, The Istari
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And the Grey Messenger took the Ring, and kept it ever secret; yet the White Messenger (who was skilled to uncover all secrets) after a time became aware of this gift, and begrudged it, and it was the beginning of the hidden ill-will that he bore to the Grey, which afterwards became manifest.
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So there is a contradiction here. I see now (later) that Legate already posted on this...