Before revision:  In our previous papers devoted to the optimization problem with a HARA and LOG utility functions we proved that also the corresponding analytical and Lie algebraic structures are connected with the same limiting procedure. In this paper we show that the case of EXPn utility function differs from the case of the HARA utility and is not connected to the HARA case by the limiting procedure .
After revision:  In our previous papers devoted to the optimization problem with the exponential utility function is not connected to the HARA case by the limiting procedure .