You are constructing a portfolio of two assets, Asset A and Asset B. The expected returns of the assets are 8 percent and 14 percent, respectively. The standard deviations of the assets are 24 percent and 32 percent, respectively. The correlation between the two assets is .31 and the risk-free rate is 5.2 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.)