our portfolio allocates equal funds to DW Co. and Woodpecker, Inc. DW Co. stock has an annual return mean and standard deviation f 15 percent and 38 percent, respectively. Woodpecker, Inc., stock has an annual return mean and standard deviation of 10.2 percent Ind 52 percent, respectively. The return correlation between DW Co. and Woodpecker, Inc., is zero. What is the smallest expected loss or your portfolio in the coming month with a probability of 16 percent? (A negative value should be indicated by a minus sign. Do not ound intermediate calculations. Round the z-score value to 3 decimal places when calculating your answer. Enter your answer as percent rounded to 2 decimal places.)