The Lord of the Rings: Journeys in Middle-earth
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Can I change a hero's role between adventures, and what happens to my cards?
The Rules Reference text answers this directly, and forum replies agree.
Yes, role selection is not permanent: you can change it at the start of each adventure on the role screen after camp. Only the three green role cards 1-3 are swapped; every skill card you bought stays in your deck, and XP stays with the role that earned it, so you can sell a bought card back for that role's XP.
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