Before revision:  It is shown that as the position size approaches infinity, all utility functions with the same rate of decay for large negative wealths yield the same price. Practically, this means an investor should price like an exponential investor.
After revision:  It is shown that as the position size approaches infinity, all utility functions with the same rate of decay for large negative wealths is the primary driver of prices. For utilities with exponential decay, one may price like an exponential investor.