Tyler Trucks stock has an annual return mean and standard deviation of $11\mathrm{.}5$ percent and $45$ percent, respectively. Michael Moped Manufacturing stock has an annual return mean and standard deviation of $11\mathrm{.}8$ percent and $45$ 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 $0\mathrm{.}5.$ What is the smallest expected loss for your portfolio in the coming month with a probability of $5$ 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.