MBA vs Doing something of your own

I am a CA with an opportunity to start something on my own currently. But we all know start-ups are very risky. In order to mitigate the risk I am contemplating writing the GMAT as the score is valid for 5 years and then focusing on my start up.

My plan is in case the startup does not succeed I can always pursue an MBA with the GMAT score I have.

Personally, having a good GMAT score gives me the comfort to take more risk in life.

But somehow I am not able to study and I end up thinking and working on my startup.