eat one's cake and have it too
eat one's cake and have it too  {v. phr.}
To use or spend something and still keep it; have both when you must choose one of two things. Often used in negative sentences. 
Roger can't make up his mind whether to go to college or get a job. You can't eat your cake and have it too.
Mary wants to buy a beautiful dress she saw at the store, but she also wants to save her birthday money for camp. She wants to eat her cake and have it too.
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Source: A Dictionary of American Idioms
