Take 25 sheets of paper and arrange them in a 5 x 5 grid. On one side, write a risk like "expand into a new sector" or "take out a loan to improve cash flow" or "do nothing".

On the other side, write a possible outcome, and a numerical score. Like "new venture flops -1, but you learn things that help you improve your core business +1, net 0", or "you fail to repay the loan and almost don't make payroll -2" or "your competition eats your lunch -3".

I guess you would break up the class into maybe 2 teams, and have them compete against each other. Rough idea, but it could be fun.

Thinking of realistic outcomes that are surprising would be the hard part of the game: to show that there are often unexpected things that will happen.