How would I go about solving:
$$\mathbb{E} \left[\varepsilon_t \exp\left\{-\frac{1}{2} \Lambda' \Lambda - \Lambda'\varepsilon_t\right\}\right]$$
where $\varepsilon_t \sim N(\vec{0},\mathbb{I}_n)$, and $\Lambda$ is an $(n \times 1)$ vector of constants.
I know I will need to use Jensen's inequality, but am unsure how to group the premultiplied $\varepsilon_t$.
Thanks.