Your portfolio allocates equal funds to DW Co$.$ and Woodpecker, Inc. DW Co$.$ stock has an annual return mean and standard deviation

of $15$ percent and $38$ percent, respectively. Woodpecker, Inc., stock has an annual return mean and standard deviation of $10\mathrm{.}2$ percent

and $52$ percent, respectively. The return correlation between DW Co$.$ and Woodpecker, Inc., is zero. What is the smallest expected loss

for your portfolio in the coming month with a probability of $16$ 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.$)$

Answer is complete but not entirely correct.