That's a tough decision. We have had the same thing happen and it can go either way.
If I were you, I would try your hardest to see if the mama will help the egg to hatch. When our first broody hens was hatching chicks this winter, she was up and running around with the already-hatched babies and then left the eggs that still had a chance of hatching. So we took those eggs and stuck them in our incubator. One of them did hatch! We waited until she was all dried off and then stuck her under mama with the rest of the hatchlings that night. The next morning... we went out to find the baby head-first in the wood chips and limp. Her whole entire head was covered in blood and we didn't think she would make it.
Long story short, she actually did make it, we were able to save her. She's totally OK now. But we really aren't sure what happened because everything seemed fine when we put her in the night before. Either mama decided she didn't want the baby, or she accidently hurt the baby with her foot when scratching around. We didn't see it, but we did not give the chick back to her because we didn't know what happened.
It can be sketchy when you do this. All broody hens are different. Some will accept all chicks, no matter what. And some are picky and will kill one if it hatches too soon (we had this happen; long story) or if it's a different color.
But my advice would be to see if you can get mama hen to hatch this baby out!
