Show me the steps to solve Tyler Trucks stock has an annual return mean and standard deviation of $15\mathrm{.}5$ percent and $49$ percent, respectively. Michael Moped

Manufacturing stock has an annual return mean and standard deviation of $12\mathrm{.}6$ percent and $49$ percent, respectively. Your portfolio

allocates equal funds to Tyler Trucks stock and Michael Moped Manufacturing stock. The return correlation between Tyler Trucks and

Michael Moped Manufacturing is $-\mathrm{.}50.$ What is the smallest expected loss for your portfolio in the coming month with a probability of

$5\mathrm{.}0$ percent?

Note: A negative value should be indicated by a minus sign. Do not round intermediate calculations. Round the z$-$score value to $3$

decimal places when calculating your answer. Enter your answer as a percent rounded to $2$ decimal places.

Answer is complete but not entirely correct.