To do this follow these steps:
- Open Group Policy Management Console (GPMC) in source forest.
- Right-click on top of tree on left side and select "Add Forest"
- Enter the destination forest name.
- You will have a GPMC with two forests opened.
- Go to source forest, navigate to "Group policy objects", select GPO, right-click it and select Copy.
- Go to destination forest, navigate to "Group policy objects", right-click it and select Paste.
- Complete the wizard and you are done!!!
P.S. If you don't see the Paste option in step 6, then give the account administrative permissions in destination forest. The easiest way is to add account to Builtin\Administrators group.