Woodpecker, Incorporated, stock has an annual return mean and standard deviation of $22\mathrm{.}0$ percent and $48$ percent, respectively. What is the smallest expected loss in the coming month with a probability of $5\mathrm{.}0$ 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.

Smallest expected loss

$10\mathrm{.}56$