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The Court held that NRS § 533.395 requires a party seeking relief from the cancellation of a water permit to exhaust all available administrative remedies before seeking judicial review, even if the State Engineer is not authorized to provide the particular remedy that the party seeks. If the State Engineer is authorized by NRS § 533.395 to provide a party with a remedy, then the doctrine of futility does not apply to excuse the NRS § 533.394(4) exhaustion requirement. Therefore, the party must first show that the administrative process would afford him or her “no relief at all” before seeking judicial review without first exhausting all administrative remedies.