The LineIn free app worked great.
The Rogue Amoeba product LineIn is an excellent free utility for listening to external audio.
With a 1/8" stereo audio cable (male on both ends), one can connect your iPhone directly to the line-in port on your Mac (you may wish to use a USB audio cable with a line-in if your machine does not have a line in and line out).
Anyway, you can plug one end of the 1/8" audio cable into your iPhone, one end into your Mac's line-in, then launch LineIn. After enabling "Play Thru", you should start hearing your iPhone audio through your Mac's speakers (or your headphones).