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When I was at Barnard in the '70s, I thought I wanted to be a Math major but found I wasn't very good at theoretical math. Columbia College was starting a Statistics major, and I already had taken some of the required courses. So I petitioned Barnard for a Statistics major with the same requirements as CC's, and it was approved with no problem. As far as I know, I was the first Barnard Statistics major. This is now officially offered through Columbia.
I went on to graduate school in health statistics, worked as an actuary/statistician until being "downsized" 10 years ago, and now am doing something completely different - research, editing and proofreading in the world of game shows and crosswords (I'm the woman in the documentary "Wordplay").
In your case, if a special major in Romance Languages isn't feasible, you could major in one of the languages and take courses in the others, double major in two of the languages, look into Comparative Literature or European Studies or any number of options.
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