You are analyzing three potential investments. The first is a Tech Stock ETF (expected return = 15%, std. dev. = 32%), the second is an emerging market bond fund (expected return = 9%, std. dev. = 23%), and the third is a US Government bond fund with a risk-free return of 5.5%. The correlation between the two risky assets is 0.15. After conducting a M-V analysis, you find that the optimal portfolio has 64.66% invested in the tech stock ETF and 35.34% in the emerging market bond fund.

You have $10,000 to invest. If you desire to maximize your portfolio's Sharpe ratio while targeting an expected return of 7.0%, how much of your total money (in dollars) will you end up investing in the Tech Stock ETF?