Reneg a Consulting internship for another consulting internship

I went through consulting intern recruiting for the summer and got an offer for a federal consulting firm that I wasn’t too excited about (would rather do commercial consulting). However I was still interviewing with other firms when the deadline for the federal consulting firm came up. I asked for an extension a week before the deadline, and was told I couldn’t extend the offer, so I accepted the offer on the deadline. A week later I got an internship offer at consulting firm on the commercial side, and really want to accept but feel terrible about reneging, and was hoping for some advice as to what to do/ how to do it.

I recruited for the Federal consulting firm through my school recruiting system, and recruited for the other firm outside of my school recruiting.

Thank you for the help and advice!

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