Coconut may be most often paired with lime in sweets such as this cake, but lemon also offers bright contrast to the sweet meat, and then there's the rum (just a smidgen) for yet more tropical beach appeal. Here, the coconut flavor is provided by coconut milk and sweetened shredded coconut. Because the coconut milk is heated with the butter and lemon juice, this cake is infused with flavor and denser than cakes that start by creaming the butter.