The process is simple: simply sand down one side of a penny with sandpaper (be careful not to scratch your fingers) until its zinc core is exposed. Repeat for five other pennies.
Afterwards, soak penny-sized paper towel disks in lemon juice (add a dash of salt) for ten minutes. Then, create a multi-layered battery alternating between sandpapered pennies and lemon juice-soaked paper towels, with the zinc side of the pennies all facing the same way.
For other variations, you can use cardboard in lieu of paper towels or salt water in lieu of lemon juice.
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