Foxholer
Blackballed
A ball to be lifted under the Rules may be lifted by the player, his partner or another person authorised by the player. In any such case, the player is responsible for any breach of the Rules.
The position of the ball must be marked before it is lifted under a Rule that requires it to be replaced. If it is not marked, the player incurs a penalty of one stroke and the ball must be replaced. If it is not replaced, the player incurs the general penalty for breach of this Rule but there is no additional penalty under Rule 20-1.
THe highlighted bit is the key!
Many situations (relief ones for example) don't need the the ball to be replaced, so no need to be marked. However, you may have to prove you have complied with other parts of the Rule(s), so there may be times when it is advantageous to mark anyway! You certainly don't need to mark your ball you are removing from a water hazard - especially the wet parts!
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