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For the convenience (especially if you have as much luggage as I tend to have!), I'd take a taxi. My guess is that it would cost about $10 (I've never taken a taxi from Dolphin to WL, but have taken one from Boardwalk to Contemporary and it was about $10). Other than that, I can see you taking a bus from Dolphin to MK then the boat to WL arriving on their shore like the immigrants of years past!
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