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How can I switch careers through my Masters degree?

I am an electrical engineering student who realized too late that it is definitely not the career I want to pursue. Since I will be graduating soon and will be applying for a masters degree i wanted to take the chance to stray away from an electrical engineering career to something atleast a bit more tolerable. While i had a passion for psychology i acknowledged that it's highly impractical and unlikely for me to succeed in the field considering the massive differences between the fields. I have been told that its easy for engineering graduates to make a transition to business/finance and wanted to know what should i masters should i apply for to make this happen. Would industrial engineering keep both degrees relevant or should i completely disregard that and apply for an MBA/ masters in finance. Any advice is appreciated.