Your portfolio allocates equal funds to DW Co. and Woodpecker, Inc., DW Co. stock has an annual return mean and standard deviation of 9 percent and 30 percent, respectively. Woodpecker. Inc., stock has an annual return mean and standard deviation of 20 percent and 46 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? (Negative amounts should be indicared by a minus sign. Round your answer to 2 decimal places. Omit the "\%" signs in your response.)