The Masters course I completed made it a requirement that I have a confirmed degree first...and yes, they wanted proof. I'm not aware of any Masters course that would let you start before you had your undergrad completed and degree in hand; its a stair-step procedure.

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Associates Degree, Aviation Maintenance Technology, Community College of the Air Force
Bachelors of Science, Liberal Studies Degree, Excelsior
MBA Human Resource Management, California Coast University