Yes, you can. However, when getting back onboard, the staff will usually take it from you until the end of the cruise.
Mary Lou Scanlon
NCL Pride of America April 24, 2010
NCL Epic February 12, 2011
RCCL Allure of the Seas - September 18, 2011
Celebrity Eclipse - February 11, 2012:
RCCL Navigator OTS - February 9, 2013