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Hindy} and \\textit{C. Huang} [Econometrica 61, No. 1, 85--121 (1993; Zbl 0772.90015)] who construct an explicit solution to the optimization problem when the utility function is of HARA (hyperbolic absolute risk aversion) type and the price of the stock is modeled by a geometric Brownian motion. The present paper continues the study of the optimal portfolio selection problem with consumption started in \\textit{F. E. Benth, K. H. Karlsen} and \\textit{K. Reikvam} [Finance Stoch. 5, No. 3, 275--303 (2001; Zbl 0978.91039)], where the Hindy-Huang model was extended to exponential pure-jump L\u00e9vy processes and where it was shown that the value function is the unique constrained solution of the associated Hamilton-Jacobi-Bellman equation. In this paper the basic model for the asset price dynamics is \\(S_t=S_0e^{\\sigma W_t+L_t}\\), where \\(L_t\\) is a pure-jump L\u00e9vy process, \\(W_t\\) is a Wiener process independent of \\(L_t\\) and \\(\\sigma\\), \\(S_0\\) are constants. 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