PLEASE ANSWER ASAP. I WILL RATE!!

Woodpecker, Inc., stock has an annual return mean and standard deviation of 19 percent and 21 percent, respectively. What is the percentage smallest expected loss in the coming month with a probability of 2.5 percent? (A negative value should be indicated by a minus sign. Do not round intermediate calculations. Round the 2-score value to 3 decimal places when calculating your answer. Enter your answer as a percent rounded to 2 decimal places.) You are constructing a portfolio of two assets, Asset A and Asset B. The expected returns of the assets are 12 percent and 23 percent, respectively. The standard deviations of the assets are 17 percent and 33 percent, respectively. The correlation between the two assets is 0.25 and the risk-free rate is 5 percent. What is the optimal Sharpe ratio in a portfolio of the two assets? (A negative value should be indicated by a minus sign. Do not round intermediate calculations. Round your Sharpe ratio answer to 4 decimal places when calculating your answer.)