You are constructing a portfolio of two assets, Asset A and Asset B$.$ The expected returns of the assets are $14$ percent and $17$ percent, respectively. The standard deviations of the assets are $40$ percent and $48$ percent, respectively. The correlation between the two assets is $0\mathrm{.}63$ and the risk$-$free rate is $4\mathrm{.}3$ percent. What is the optimal Sharpe ratio in a portfolio of the two assets? What is the smallest expected loss for this portfolio over the coming year with a probability of $16$ percent? $($A negative value should be indicated by a minus sign. Do not round intermediate calculations. Round your Sharpe ratio answer to $4$ decimal places and the $z-$score value to $3$ decimal places when calculating your answer. Enter your smallest expected loss as a percent rounded to $2$ decimal places.$)$

$\backslash$table$[[,,],[$Sharpe ratio,,$],[$Smallest expected loss,,$\%$