Two-sided p-value of a mean test

A desk claims its execution algo has zero average slippage ($H_0:\mu=0$ ticks). Over $n=36$ independent trades you observe a mean slippage of $\bar x=2$ ticks; the per-trade slippage standard deviation is known to be $\sigma=6$ ticks. Compute the two-sided $p$-value for $H_0$. Give a decimal to three places. (Use $\Phi(2)=0.9772$.)