Woodpecker, Incorporated, stock has an annual return mean and standard deviation of 22.0 percent and 48 percent, respectively. What is the smallest expected loss in the coming month with a probability of 5.0 percent?

Note: 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.
Smallest expected loss _____ %