This may be slightly off-topic, but I don't think it makes sense to use dollars as a proxy for the measure of utility, because dollars have diminishing returns.

For example, if you offered me a choice between winning a billion dollars with 100% certainty, and winning 5 billion dollars with 20% certainty, I'll pick the certain choice every time. Once I have a billion dollars, four more won't make much more of a difference, so my real choice is between two expected values: X * 1, vs. (X + epsilon) * 0.2. The first choice looks a lot more attractive, obviously.