Your portfolio allocates equal funds to DW Co. and Woodpecker, Inc., DW Co. stock has an annual return mean and standard deviation of 14 percent and 35 percent, respectively. Woodpecker, Inc., stock has an annual return mean and standard deviation of 10 percent and 51 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 5 percent? (Negative amounts should be indicated by a minus sign. Round your answer to 2 decimal places. Omit the "%" signs in your response.) Smallest expected loss %