I used my Psychology degree and knowledge of consumer patterns/behavior to jump into marketing and sales roles in the CPG world (Chiquita Brands & then P&G). My experience in CPG with well known brands led to a job at Google managing clients through shifting "brand" marketing budgets to YouTube. After a few years, I transitioned from account management to product strategy where I now think about building marketing solutions for companies around the world.
Psychology and understanding how people think is useful in many fields and certainly in business. Since Duke doesn't have an undergraduate "business" degree, I'd suggest thinking about how the specific courses you take can build a story that resonates with your desired employers. For example, my story was that a course focus across Consumer Behavior and Social Psychology was helpful for understanding customer/user thinking and problem solving to meet their needs. This made sense when looking at marketing, sales, and strategy roles where understanding human motivation at the individual and group level is essential.