Good question, but I want to clarify....when you say "wall art' are you talking about 2-D paintings or drawings or prints etc. that are hung on a wall, or are you talking about murals that are painted directly on a wall? Both would be considered to be in the "fine art" category (as opposed to graphic design) and both require art ability, commitment, skills, lots of hard work in your art education, and patience and energy in selling your work. I have to say that for fine artists, they often have to have a "day job" to keep themselves going while they develop their art, so belief and commitment to your art is very important. As for entrepreneurship, you mean being a business person and majoring in business, as in someone who works for him or herself?
It would be great to have both art and business skills as an artist, as artists who work in the fine art area are in effect entrepreneurs, in that they work for themselves. They sell their art and have to keep books and keep track of their expenses and so on. Currently, I am selling my prints at craft shows, and I'm finding that I do need some business skills in dealing with my expenses, collecting taxes and so on. As a fine art person, it is challenging for me! However some artists sell their work through galleries, and the galleries take care of most of the business aspect, freeing the artist to concentrate on their artwork. The thing is, getting into a gallery come be competitive, and it can take several years before you find one to represent you.
If you have art talent and skills, and a strong commitment to make it as a fine artist, then I would go with that in school. If you go to a college, you can always minor in business, or take some business courses during the summer. Having a business background might help you get a "day job", which will support you while you develop your fine art.
If you like art but maybe are not ready to make the commitment to a career as a fine artist, and you are more interested in business, then I would major in business, but take art classes as a minor or during the summer. Blending art and business is not as crazy as it sounds. Gallery owners and their staff need to be business savvy; museums have business people on their staffs; non-profit art centers and community galleries need business people too; any kind of organization where art is being taught, made, or sold needs someone on staff with business knowledge.
You might find your own way to combine your love of making art and being an entrepreneur, maybe come up with something no one has ever heard of. (!) I think the key is to stay flexible at this point in pursuing your interests. Talk to your current art teachers about your career choices and see what advice they give you too. If you live in or near a city where there are any community art centers, design studios, galleries or even high-end gift shops, talk to the directors/owners for some information about their experiences and how they handle the art and business side of their careers. I'm sure any of them would be happy to talk to a budding young entrepreneur/artist about their experiences.