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horns of a dilemma, on the

Idioms  
  1. Faced with two equally undesirable alternatives. For example, I'm on the horns of a dilemma: if I sell the house now I have no place to live, but if I wait I may not get as good a price. This term was first recorded about 1600, but the idea of being caught on either one horn or the other (of an animal) was already expressed in Roman times.