Hey, thanks for asking!
Since Coinbase is a hosted wallet they hold your Bitcoins for you in their own “cold storage” wallets. These means that they can not supply you with the private key to your wallet. If you want full control over your wallet you may want to try an independent wallet like Greenaddress or MyCelium. You can take a look at the Bitcoin wallet comparison page in order to find the most appropriate wallet for you.
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