As a rule, all you have to say is "Please talk to my supervisor, let me transfer the call to him. Can you hold a moment, please?" No need to say that the next voice you hear will be his. (The supervisor will either answer his phone and identify himself, his secretary will answer, or the call will go to his voice mail.)
You can also say, "You'll have to talk to my supervisor about that, please hold a moment while I transfer you."
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