Ask HN: Unethical Software Developer Behavior?

Would it be considered unethical/unprofessional behavior for a developer/engineer to continue to work on a project where:

1.) The developer knows, with certainty, the ROI for the project is negative... by a large amount. 2.) The developer knows, with a high degree of certainty, the project will never have a positive ROI. 3.) The project is not under any type of R&D heading or mandate. 4.) The organization is a financial institution. 5.) The organization is of the mutually owned variety.