Tyler Trucks stock has an annual return mean and standard deviation of 15 percent and 38...

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Tyler Trucks stock has an annual return mean and standarddeviation of 15 percent and 38 percent, respectively. Michael MopedManufacturing stock has an annual return mean and standarddeviation of 11.4 percent and 56 percent, respectively. Yourportfolio allocates equal funds to Tyler Trucks stock and MichaelMoped Manufacturing stock. The return correlation between TylerTrucks and Michael Moped Manufacturing is 0.5. What is the smallestexpected loss for your portfolio in the coming month with aprobability of 16 percent? (A negative value should beindicated by a minus sign. Do not round intermediate calculations.Round the z-score value to 3 decimal places when calculating youranswer. Enter your answer as a percent rounded to 2 decimalplaces.)
Confused on how to find the z score? I do not think the currentanswer I got is correct, can you show the steps?

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Tyler Trucks stock has an annual return mean and standarddeviation of 15 percent and 38 percent, respectively. Michael MopedManufacturing stock has an annual return mean and standarddeviation of 11.4 percent and 56 percent, respectively. Yourportfolio allocates equal funds to Tyler Trucks stock and MichaelMoped Manufacturing stock. The return correlation between TylerTrucks and Michael Moped Manufacturing is 0.5. What is the smallestexpected loss for your portfolio in the coming month with aprobability of 16 percent? (A negative value should beindicated by a minus sign. Do not round intermediate calculations.Round the z-score value to 3 decimal places when calculating youranswer. Enter your answer as a percent rounded to 2 decimalplaces.)Confused on how to find the z score? I do not think the currentanswer I got is correct, can you show the steps?