Suppose there are only four stocks to invest in the market. You believe their expected returns are 11%, 8%, 8%, and 5%, their variances are all 0.4, and there correlations are all zero. The risk free rate is 2% for the same period. Initially you have five million dollars to invest and construct a portfolio to maximize its Sharpe ratio. One period later, four stocks’ prices change with their net returns (9.74%, -4.52%, -7.43%, 13.6%). Then you want to rebalance your portfolio. Now you believe the four stocks’ expected returns are 13%, 9%, 11%, and 8% while variances and correlations remain the same. Short sales are not allowed. How much should you have in the first stock after you rebalance your portfolio to maximize Sharpe ratio? Express your answer as dollar amounts without a dollar mark or commas.