Veteran MBA Candidate - Management consulting vs asset management

I am currently transitioning out of the Army after 4 years as a junior officer. I will be attending a top 25 MBA program. I have been researching my interests, which I have narrowed down to either management consulting or asset management. I did my undergrad at a top 10 business school with a major in finance (GPA 3.3, GMAT 600).

From what I understand, asset management can pidgeon-hole career options and might be harder to break out of. I also believe it might be harder to network and find opportunities. Management consulting can offer more flexibility with career options, but I would like to explore opportunities simultaneously as I go into B-school.

I have looked at veteran specific programs (GS, JPM, Bain, etc) for both career options that offer opportunities to get a foot in the door. As an MBA candidate without the analyst experience that most students have to offer, what can I do to prepare for interviews in either industry? What can I do to help narrow my choices of interest? As far as compensation, what can a 28 year old post MBA student expect to make in either career field in the Midwest?