Your portfolio allocates equal funds to DW Co. and Woodpecker, Inc., DW Co. stock has an annual return mean and standard deviation of 12 percent and 33 percent, respectively. Woodpecker, Inc., stock has an annual return mean and standard deviation of 23 percent and 49 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? (Negatlve amounts should be Indlcated by a minus slgn. Round your answer to 2 declmal pleces. Omit the "\%" slgns ln your response.)