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To come out of the recovery mode you need to press Home (Menu) key a couple of times. Without it, you cannot come out of recovery mode.
Follow these steps.
1. Turn off the phone
2. Press and hold Volume Down Key + Power/Lock Key at the same time.
3. Release the keys when the FACTORY HARD RESET screen appears.
4. Read the warning and press the Power/ Lock Key to confirm. Press any other key to cancel.
5. Press the Power/Lock Key to confirm once more or press any other key to cancel.
6. Your device will perform a hard reset.