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Baptism unites us with Christ.

In Paul's letter to the Romans Chapter 6 beginning with verse 3 he tells us that we are indeed baptized "into Christ" and he goes one step further by saying that we are "united with Him (Jesus) through baptism.

Romans 6:3-8

3 Or do you not know that all of us who have been baptized into Christ Jesus have been baptized into His death?4 Therefore we have been buried with Him through baptism into death, in order that as Christ was raised from the dead through the glory of the Father, so we too might walk in newness of life.5 For if we have become united with Him in the likeness of His death, certainly we shall be also in the likeness of His resurrection,6 knowing this,

that our old self was crucified with Him, that our body of sin might be done away with, that we should no longer be slaves to sin;7 for he who has died is freed from sin.8 Now if we have died with Christ, we believe that we shall also live with Him,

The New American Standard Bible, (La Habra, California: The Lockman Foundation) 1977

Note: If we are buried with Christ into his death and the old self is crucified with Him at the point of the burial, it is just good ole common sense that the old self is alive and well prior to baptism, and therefore those who have not believed and been baptized are unsaved!