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Not really. In fact, you can select 3 of your choices from the provided list. Generally, your first choice will be given. You asked about security and supervision. Fact is that depends upon state to state or even centre to centre. Let me explain to you further; suppose you select there centres say A, B, C and you are allotted centre A. JEE main people would select a college which has enough infrastructure to conduct the exam. Now the actual exam will be conducted by that college faculties only. At Most one person from CBSE would be there. In some cases those faculties don't even no the rules of the exam. In some places those people make things very difficult by unnecessary formalities. Such practices are more in down south. In any case security and supervision will be exemplary. Or in other wards very very strict. There will be two check points. Please take your Aadhar card or School identity card, the latest one. Don't ever feel like fooling or any mischief. there's no room for nonsense. Don't carry anything except what is being allowed.
All the best.