Both their advantages and disadvantages. Personally, I think having a stable job is better when you don't mind working. Of course, I do want to retire eventually so building sources of income is something essential. In terms of a business, it does require more work but I do think it can become a hands off if it becomes big enough.
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Yes, whether you do a job or business, it has advantages and disadvantages. Everyone does not have to be an entrepreneur. People should go for what they really want to do in life. At the end of the day, you have to manage your finances.