Tyler Trucks stock has an annual return mean and standard deviation of $11\mathrm{.}0$ percent and $46$ percent, respectively. Michael Moped Manufacturing stock has an annual return mean and standard deviation of $10\mathrm{.}6$ percent and $52$ 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 $16\mathrm{.}0$ 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.

$\backslash$table$[[$Smallest expected loss,$-10\mathrm{.}56]]$