The ∞ Ticket
A ticket whose prizes grow as fast as the odds shrink has an infinite expected value, so someone offers their life savings for it (the St. Petersburg paradox).
Transcript
[A ticket: "THE ∞ TICKET": 1 in 10 chance at $1, 1 in 100 chance at $10, 1 in 1,000 chance at $100, …] "OH MY WORD AN OBJECT OF INFINITE VALUE I WILL PAY MY LIFE SAVINGS FOR IT"
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Free for classrooms, worksheets, slides and other non-commercial use under CC BY-NC 4.0, with credit to Ben Orlin.
Cartoon by Ben Orlin, Math with Bad Drawings. https://cartoons.mathwithbaddrawings.com/2018-09-18-the-ticket/ (CC BY-NC 4.0)