To be honest, you don't need a college degree to do this. If you want to get a college degree anyway, then I think a business degree is the right answer, but I don't think Finance is so crucial. You'll need a loan of some sort to get started from friends, family or a bank, but understanding option pricing, valuation, etc will not be that helpful in getting a loan. I'd say Marketing would be most useful as attracting customers is the biggest hurdle for new businesses. After that, I think Accounting would also be helpful to help you always know the true health of your business. I think any decent business program would teach you enough marketing and accounting to get you what you need. If you want to own a dojo, I don't think I'd spend the money to go to a big name school. Save the money for the business.
That said, you might want to go to college to increase your earning potential while you save up money to fund this venture, or to increase your earning potential in case you have to work while you're growing the business and waiting for cash flow. Or, you might want a degree as a backup plan in case the business fails.
Aside from that, as I said, I don't think a degree is vital. Instead, you probably need:
(1) Money. Either you save it up or someone loans it to you. Unless you a current source of income, you'll likely struggle getting a loan from a bank, so that leaves friends and family.
(2) Advice. Find someone who owns a small business that can help you figure out how to get started and answer questions along the way. This can be helpful in creating a business plan, choosing real estate, designing and executing the build out, developing a marketing plan, etc, etc.
(3) Ideally some sort of draw. Have you won big tournaments? Built a name for yourself in the sport? Also, are you good with people? Will kids and/or adults enjoy taking classes from you?