Hi Jacqueline
The plugin I mentioned is correct to use but as Marion reminded me below it is only available for Premium members. Sorry for that, I didn't look carefully to see you are a starter member. My apologies for that.
Just follow what Marion suggested.

there is a plugin you can download call post type switcher once you install and activate you can change a post to a page or a page to a post.
When you install it go to your post at the top right you will see the option to change it just select page and save and you are done.
When finished you can deactivate the plugin as it doesn't need to be on unless you have more to do
Wishing you well
This is easier than copying and redoing as it may be consider as duplicate content.
wishing you well

Andre

Is it saved as a post? Perhaps you could first copy the content of the privacy policy and paste it in a Word document. Then delete the post on your website, create a new post, paste the copied privacy policy in it, and when you click on "save", you get the option to save it either as a post or page. Click on "save as page", and that should do it. I hope my explanation is clear ;-)