If this was asked a few years back, probably you would have stopped to think as to could this be done. But now with technology advancing by leaps and bounds this is possible.
With the Aqua FMSnorkel this is possible. It uses unique bone conduction technology that allows the user to listen to their favorite radio station while swimming or snorkeling.
Completely safe, simply put the mouth piece in and bite down. The sound is conducted through the teeth and into the inner ear, providing clear, amazing sound. No wires. No headphones."