One can use the same amount of money to start a business instead of a MBA. By doing this, at worst case, you will lose the MBA money but gain far valuable information + experience compared to a degree.
Although i guess one big trade-off is that its far more stressful :)
In one case, I worked at a small startup with a VP with an MBA and a CEO without. The CEO was brought in to pivot the company, and for the first couple years it was going really well - from -15% growth to +30-40%. He ended up getting rid of the VP for all the kinds of reasons MBAs don't do well in this kind of company.
But then the CEO decided to go get his MBA, and a year into it started making really terrible typical MBA style "let's squeeze blood from this stone" decisions and the company was vapor within a year.