Rocket Henderson (RH) is an Auckland-based company that manufactures LPG Gas cylinders. The following information about forward-looking annual returns for RH as well as market returns and the risk-free rate under three different states of the economy are provided. Risk-free Market State Probability RH return rate return Recession 0.3 0.02 -0.02 -0.05 Normal 0.5 0.02 0.05 0.06 Boom 0.2 0.02 0.09 0.13 What is the annual CAPM expected return of RH? (Please provide the answer in decimal form to an accuracy of 4 decimal places.)