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Doesn't Gandalf think all the rings are accounted for somehow? When Bilbo finds the ring, it shows that his information is wrong, but he cannot know for sure how. Maybe one of the 7 wasn't really destroyed. Maybe one of the nine was lost Maybe there were more magic rings than he knew of. At this point he still trusts Saruman, who seems very sure that the One is lost in the sea. In any case, there might not be any immediate danger, so he can take some time to figure it out. Sixty years isn't long from an immortal perspective.
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