Your portfolio allocates equal funds to DW Co$.$ and Woodpecker, Inc. DW Co$.$ stock has an annual return mean and standard deviation of $15$ percent and $44$ percent, respectively. Woodpecker, Inc., stock has an annual return mean and standard deviation of $11\mathrm{.}4$ percent and $58$ 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? $($A negative value should be indicated by a minus sign. Do not round intermediate calculations. Round the z$-$score value to $3$ decimal places when calculating your answer. Enter your answer as a percent rounded to $2$ decimal places.$)$