If you don't know you want to do finance, why would you study full-time for 2 years to get a degree in it? For that reason alone I would go with Duke. Also, I think a very important factor in pre-experience business Masters degrees (even more so than MBA) is programme length so that you can get back in the real world ASAP.
Thanks for the advice. I am more convinced to go to Duke, but given the fact that I'm from Russia and want to get a chance to find a work at US, I am hesitating whether I'll find one for the short period of only 10 months.