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Are you allowed to pass even if you can exchange?
The FAQ (What if you can’t play a tile on your first turn?) told you so, but the Rules say: "Pass: if you can’t place a tile or make an exchange, you have to pass." That sounds like you are only allowed to pass if you have no other option available.
Yes you can choose to pass even if an exchange is available (in most cases an exchange is more helpful than passing though. I'd be interested to hear more if you've seen a case where passing seems like a better option?).