Bond A has a duration of 3.75 and quoted price of 101.233 and bond B has a duration of 8.77 and a quoted price of 96.195. A $550,000 portfolio of these two bonds has a duration of 5.25. How much (in $) of this $550,000 portfolio is invested in bond B?

Assume all bonds pay semi-annual coupons unless otherwise instructed. Assume all bonds have par values per contract of $1,000.