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Phrase(s): He who rides a tiger is afraid to dismount.
Prov. Sometimes it is more dangerous to stop doing a dangerous thing than it is to continue doing it. • Jill: You shouldn’t take out another loan. You’re already too far in debt. Jane: If I don’t take out a loan, I can’t make the payments on the loans I already have. You know how it is—she who rides a tiger is afraid to dismount.
McGrawhill's American Idioms And Phrasal Verbs