Arsdi v. Holder, 659 F.3d 925 (9th Cir. Oct. 24, 2011) (no jurisdiction to review a specific claim where the respondent only made a general allegation that immigration judge erred in denying relief without alleging specific issues); citing INA 242(d)(1), 8 U.S.C. 1252(d)(1) (court of appeal has jurisdiction to review final removal order only if the petitioner has exhausted all administrative remedies available to the alien as of right.).