What is the expected value for this function ?

From: khalsa (indiaguru100_at_yahoo.com)
Date: 09/25/04 

Date: 25 Sep 2004 12:14:28 -0700

Hi:

what is the expected value for this problem.

 X=1 f(x)=1
 X=2 f(x)=1/2
 X=3 f(x)=1/3
 X=4 f(x)=1/4

a) Infinite
b) Exp(0.5)
c)

I know the function corresponds to f(x)=1/x
but E(x)= Integral x * f(x)= Integral x * 1/x = Integral (1) from 1 to
+infinity
so one can argue then the expected value is +infinity. But that does
not fit well to me.

Please help.