You are interested in testing whether inclusion in the S&P500 index has an effect on stock returns, controlling for size. You conduct a regression on 74 observations, using monthly returns, specified as follows:

R_i = b₀ + b₁ SP_i + b₂ Size_i + error

Where SP_i is a dummy variable which takes the value of 1 if a company is included in the index, and 0 otherwise; and Size is the natural log of market cap, in millions.

Your regression results are as follows:

	Coefficient	Standard error
Incercept	0.08	0.05
SP	0.19	0.08
Size	0.12	0.02

What is the predicted return for a company with 218 million market cap, and which is not a member of the S&P500 index?