I am getting some confusing results solving this problem:

$max_{c_0\geq0, c_1\geq0} \bigg\{EU = R(1-c_0) [p t_1 + (1-p) c_1^{-2} t_2] \bigg\} ~ s.t. ~c_0+c_1 \leq 1$

where $p$ is the probability of $t_1>0$ and $(1-p)$ is the probability of $t_2<0$.

I am unsure if I can assume LNS holds for this problem.

Any help would be much appreciated



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