Using Lambda expression instead of For Each Loop in ASP.Net

I have used for each loop and counter, I got code review comment like "please use a lamba expression here, to isolate an occurrence, as opposed to iterating over all and then doing something in response to all found "

Please help how to use lamda expresion here. Thanks.

Private Function DiamondScoreCheckForOdType(ByVal currentPolicyLob As String, ByVal predominantState As String,
                                                               ByVal policyEffectiveDate As Date) As Boolean

            Dim listOfLobForDiamondScoreRule As New HashSet(Of String) From {{getLineOfBusiness(Lob.LineOfBusiness.Auto)},
                                                                                {getLineOfBusiness(AutoNonDealer)},
                                                                                {getLineOfBusiness(Lob.LineOfBusiness.Garage)},
                                                                                {getLineOfBusiness(EmploymentPracticesLiability_EP)},
                                                                                {getLineOfBusiness(GeneralLiability)},
                                                                                {getLineOfBusiness(InlandMarine)},
                                                                                {getLineOfBusiness(PesticideHerbicide)},
                                                                                {getLineOfBusiness([Property])},
                                                                                {getLineOfBusiness(Umbrella)}}
            Dim lobList As New List(Of String)
            Dim eligibleLobCheckCounter As Integer = 0
            lobList = currentPolicyLob.Split(ASTERISK).ToList()

            For Each currentLob In lobList
                listOfLobForDiamondScoreRule.Contains(currentLob)
                If (listOfLobForDiamondScoreRule.Contains(currentLob)) Then
                    eligibleLobCheckCounter = eligibleLobCheckCounter + 1
                End If
            Next

            If (eligibleLobCheckCounter > 0) Then
                Dim isStateAndEffDateEligible As Boolean = (New LobCO.Shared.COShared).IsStateRuleApplicable(getLineOfBusiness(Lob.LineOfBusiness.Common),
                                                                                                                             predominantState,
                                                                                                                             policyEffectiveDate,
                                                                                                                             DiamondScoreRuleCheckForOdType)
                Return isStateAndEffDateEligible
            End If

            Return False

        End Function