Abu Huraira reported that Allahs Messenger (ﷺ) said:
There is none born but is created to his true nature (Islam). It is his parents who make him a Jew or a Christian or a Magian quite as beasts produce their young with their limbs perfect. Do you see anything deficient in them? Then he quoted the Qur'an., The nature made by Allah in which He has created men there is no altering of Allah's creation; that is the right religion" (ar-Rum:30)
Reference: Sahih Muslim 2658 b In-book : Book 46, Hadith 34 USC-MSA web (English) : Book 33, Hadith 6423 (deprecated)
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