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This result was first proven by \\textit{J. Harsanyi} [J. Polit. Econ. 63, 309-321 (1955)] who made implicit assumptions in the proof not actually needed for the result [see \\textit{M. D. Resnick}, Theory Decis. 15, 309-320 (1983; Zbl 0519.90015)]. This note presents a straightforward proof of Harsanyi's theorem based on a separating hyperplane 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