Some Effect menu options, such as the Artistic set, only work in RGB mode. This means if you change the Document Color Mode to CMYK in the File menu, the effect cannot be preserved (in other words, the effect you applied to an object will disappear, as it did here in our example using Effect>Brush Strokes>Spatter). To avoid this, before changing to CMYK mode, from the Object menu choose Expand Appearance (keeping in mind that your object will be converted to an image that cannot be edited to the same degree as when you started).
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