Kentucky's Kyle Wiltjer missed a potential game-winning 3-pointer at the buzzer, and the eighth-seeded Colonials (24-10) pulled off an unlikely victory over the top-seeded Wildcats.
Lucky Jones led RMU with 15 points, and Russell Johnson accounted for 14, four rebounds and three steals.
Kentucky (21-13) closed out a disappointing year with the surprising loss despite 18 points and seven boards from Archie Goodwin.
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