I think an equally important question is - if you had the chance, would you have saved Gandalf from falling at the bridge of Khazad Dum in the mines of Moria after his confrontation with the Balrog. Bear in mind that his subsequent titanic battle with the aforementioned Balrog was instrumental in his transformation from Grey into White.
Religion is regarded by the common people as true, by the wise as false, and by the rulers as useful. — Edward Gibbon