I'm not qualified to say if it will look good on an mfe application, however, I would take analysis and measure theory. It will help you develop a mind for math beyond simple plug and play formulae you learn in early linear algebra, calculus and probability. It will also allow you to learn more advanced concepts, such as different types of convergence see the beauty in math. A second or third course in probability will probably help.
Of course, being a total math geek, my views are hopelessly biased. And I am also working on my undergraduate degree.