No, but we've all heard the saying
"ON the horns of a dilemma", the modern equivalent of which is "between a rock and a hard place" meaning that the choice is difficult and whichever solution is chosen there will be a downside to some degree.
If you click here, that will link you to a web-page which offers further information. (�Between a rock and a hard place' is a version of the description of Odysseus' journey between the twin horrors of Scylla and Charybdis, which Homer wrote of about 3000 years ago!)