Your portfolio allocates equal funds to DW Company and Woodpecker, Incorporated. DW Company stock has an annual return mean and standard deviation of $12$ percent and $35$ percent, respectively. Woodpecker stock has an annual return mean and standard deviation of $23$ percent and $49$ percent, respectively. The return correlation between DW and Woodpecker is zero. What is the smallest expected loss for your portfolio in the coming month with a probability of $16$ percent?