what would you do if your roommate pulled "The Naked Man" in order to try and sleep with you?

Last night I was sitting in my bed when I hear my door open. When I looked up it was my male roommate in his birthday suit with a rather erect member and he just stands there like its no big deal. I just cover my face and say "oh my god, oh my god, oh my god... What the hell are you doing?"

To which he replies "Oh, is this not okay? Should I go?"

I say yes. He leaves and that's all she wrote.

So my question to you is how would you handle this situation from here? Ignore it? Address it? Kick him out and find a new roommate?

Additional Information: I am a 26 year old female, he is a 21 year old male. He is living with us because he had no where else to go after his girlfriend broke up with him. I have never made a move on him, a pass, or even flirted with him. At all.