 Although they do not explicitly say so, Hájek and Nover would probably reject  (3). The least controversial claim is perhaps (2). It is, of course, logically possible that the coin keeps landing tails every time it is flipped, even though an infinite sequence of tails has probability 0. (For a discussion of this possibility, see Williamson 2007.) Some events that have probability 0 do actually occur, and in uncountable probability spaces it is impossible that all outcomes have a probability greater than 0. Even so, if the coin keeps landing tails every time it is flipped, the agent wins 0 units of utility. So  (2)  would still hold true.