Hello dear,
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First point is, Not every college return your documents. If they agree to return your documents,then you will be charged.
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But firstly you should inform in the registration office of your college and you should give them a valid reason for cancellation of your admission in the particular college.
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If you just put an silly reason, you will not get your documents back. So, see that your reason will be valid.
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And once you inform in the office and if they agree they will let you know what you should be doing next.
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But before that , confirm that the other college is cooperating with Admission. So that you will not face any problem Futher.
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Best of luck