Your portfolio allocates equal funds to DW Co. and Woodpecker, Inc. DW Co. stock has an annual return mean and standard deviation of 12.5 percent and 41 percent, respectively. Woodpecker, Inc., stock has an annual return mean and standard deviation of 12 percent and 41 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?