(shrug) Sure. As long as I don't try to understand utils as actually existing in the world, as being interpretable as anything, and I just treat them as numbers, then sure, I can do basic math as well as the next person.

And if all we're saying is that it's irrational to think that (.999 * 100) + (.001 * 1,000,100) <> 1100, well, OK, I agree with that, and I withdraw my earlier assertion about being utility risk averse. I agree with everyone else; that's pretty much impossible.

My difficulty arises when I try to unpack those numbers into something real... anything real. But it doesn't sound like that's actually part of the exercise.