Yeah, unfortunately unless it's a formatting problem with the book, they don't allow returns or exchanges, and it's pretty clear in the FAQs. You could try and escalate the call, but you would need to be polite about the whole affair as it was your mistake (not beating up on you).
I'm not sure if Sony has the capability of getting the book back anyway, if you wanted to return it. They could remove it from your purchased books, but they wouldn't be able to remove it from your computer or device, if I'm not mistaken. Which is a good thing, if you think about it.
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