IMO, I would do an MSF if you really want to work in finance and cannot network or find an entry route into the industry. Look at F500 corporate finance, commercial banking, valuation groups, accounting, something like that. All these fields can be leveraged into something more "finance" related such as investment banking or equity research.
If you did an MSF I would suggest you concentrate in something else for your MBA. If you want to go into finance post MBA it really is all about the brand name of the program. You don't necessarily have to student finance in an MBA program to get a finance job (assuming you have a finance education or background).
You can also look at Masters in Management programs (Duke, Wake Forest, Notre Dame, Michigan) as they will provide a more general business education. This will allow you flexibility in career path and you can student finance during your MBA if that is the route you truly want to take.
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