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But the risk seems too big.
What risk? A black hole is merely a theoretical construct. We certainly don't know how to create one. The fame seekers who introduced this idea don't know what it takes to create a black hole, or even if they are real.
It will give us a better understanding of how matter and energy interact in nature. It could aid in the development of many technologies, especially those that may allow us to colonize space. This is a very important goal since science tells us that this solar system has a limited lifespan...