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没想到还挺麻烦。您觉着到第三国去（如加拿大）换签证（F1 to F2）的风险大吗？
-Should be fine.

如果顺利拿到，我不用等几个月；如果拒签，我是否还可以用F1回来？
-After your F-2 visa application is denied, you have to go back to China from Canada directly if you don't have an F-1 visa stamp on your passport.

听说30天之内不用签证也可以回来的。
-It does not apply to the case when your visa application denial in Canada. If you don't apply for a visa there, you can come back to US using your previous F-1 I-94 even if you don't have an F-1 visa stamp. If your F-2 visa is approved, you can use the F-2 visa to enter US to get the F-2 status/I-94.

谢谢！