Please provide accurate calculations and do it ASAP.

Suppose that each of two investments has a \2 chance of a loss of \\( \\$ 4 \\) million and a \98 chance of a loss of \\( \\$ 2 \\) million. They are independent of each other. What is the expected shortfall for a portfolio consisting of the two investments when the confidence level is \95 ? Round your answer to two decimal places