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Suppose Lolo Industries and the market has the returns presented in the table below. Further suppose Lolo Industries has a beta 1 . 3 and

Suppose Lolo Industries and the market has the returns presented in the table below. Further suppose Lolo Industries has a beta 1.3 and the risk-free rate is 0.05. What is Lolo Industries' expected return in the event month? (Use CAPM to estimate expected returns)
\table[[\table[[Event],[Time],[(months)]],R(m),\table[[Lolo],[Industries]]],[-4,0.1,0.9],[-3,0.5,0.2],[-2,1.6,1.9],[-1,1.9,2.5],[0,-0.3,3.7],[1,-0.5,-0.5],[2,1.1,1.0],[3,3.0,1.0],[4,-1.5,1.0]]
-0.4%
0.1%
-0.1%
-0.3%
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