Tyler Trucks stock has an annual return mean and standard deviation of $15$ percent and $44$ percent,

respectively. Michael Moped Manufacturing stock has an annual return mean and standard deviation of $10\mathrm{.}2$

percent and $50$ 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

$\mathrm{.}5.$ What is the smallest expected loss for your portfolio in the coming month with a probability of $5$ percent? $($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