Skip the recession, get an MBA?

Dear Annie: I lost my job at Lehman Brothers last September and have not succeeded in finding another finance position (for obvious reasons). But finance is all I know. While I was working at the firm, I completed almost one year of course work toward an MBA. I'm thinking of trying to transfer my credits to a full-time program and finishing the degree, which just seems like a more productive use of my time than job hunting right now. Do you agree? Also, will admissions people hold it against me that I worked at a failed firm, even though I had nothing to do with the problems? -Out in the Cold

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[Source: Financial news of the day - CNNMoney.com]