Tyler Trucks stock has an annual return mean and standard deviation of $10$ percent and $26$ percent, respectively. Michael Moped Manufacturing stock has an annqual return mean and standard deviation of $18$ percent and $62$ percent, respectively. Your portfolio allocates equal funds to Tyler Tr$$cks 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.

Smallest expected loss

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