Friedman–Savage Double-Inflection Utility Function

[santaslittlehelper]

Hi All
P.18:
”Expected utility of the first gamble is notated as E(u) and is depicted in Exhibit 4 at point E—where, obviously, E(u) is less than the utility of the expected outcome of the first gamble, u[E(z)].”
How does one calculate the expected outcome of the first gamble, u[E(z)]?
Thanks in advance.

 

[cpk123]

U(Z) is the S shapred curve running through - and E(u) is the straight line.