Tyler Trucks stock has an annual return mean and standard deviation of $15$ percent and $38$ percent, respectively. Michael Moped

Manufacturing stock has an annual return mean and standard deviation of $11\mathrm{.}4$ percent and $56$ 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 $16$

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.