Reading a coefficient next to an interaction

A colleague fits $r = \beta_0 + \beta_1 s + \beta_2 V + \beta_3\, sV + \varepsilon$, where $s$ is a trading signal and $V$ is the VIX level (between about 12 and 40 in the sample, mean 20). The estimates are $\hat\beta_1 = -0.3$ and $\hat\beta_3 = 0.05$. They conclude that the signal has a negative effect on returns. Are they right? What would the coefficient on $s$ be if $V$ were centered at 20?