As others have said, it can be done. (Spoiler Alert for popular YA series!) I believe the MC in Divergent is killed off. So you might want to see how that author did it.
Yeah but... Quite a lot of readers threw that book against the wall and cursed the author. Personally, I think the way that author did it involved character violation, making characters TSTL.
ETA: TSTL=Too Stupid To Live. A typical example would be the heroine in a horror movie who knows there's an ax murderer on the loose, but goes down to the basement in the dead of night* alone to check out a strange noise.
*For some reason she invariably wears a thin nightie and doesn't posess a robe.
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