Is the mezzanine floor solid ,and part of a fire rated room , or is it just an open mezzanine ? If this penetration is through what is considered a fire barrier, then a sleeve is required and must be fireproofed. If the latter, no sleeve is required.
If there is an issue with fire rating, the call might come from the building inspector or fire inspector and not the electrical inspector. You should check with the construction dept. to make sure what was needed for this installation.
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