I wanted to keep a copy of the way a menu was before I made changes. I wish there was a duplicate option, but this what how I found you can do it:

From the menu manager, create a new menu with the New button:

Then, set the properties for your new menu:

After saving and closing, open the menu you want to copy by clicking on the link:

Next, click on the check box at the top to select all the menu items:

Now, at the bottom, choose “Add to this menu” for the new menu that you created.  Choose copy for the option.  Finally, click process.

Once you click process, you should see the success message:

Now, you have a copy of your menu!