Woodpecker, Inc., stock has an annual return mean and standard deviation of 12.2 percent and 42…

Woodpecker, Inc., stock has an annual return mean and standard
deviation of 12.2 percent and 42 percent. What is the smallest
expected loss in the coming month with a probability of 5.0
percent? Round Z-score to 3 decimal places when calculating and
answer as a percent rounded to two decimal places.
Can’t figure this out for the life of me. Thanks.