You are constructing a portfolio of two assets, Asset A and Asset B. The expected returns of the assets are 10 percent and 15 percent, respectively. The standard deviations of the assets are 22 percent and 30 percent, respectively. The correlation between the two assets is 27 and the risk-free rate is 4 percent. What is the optimal Sharpe ratio in a portfollo of the two assets? What is the smallest expected loss for this portfolio over the coming year with a probability of 5 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.)