Let \( (3, 6)^T, (4, 4)^T, (5, 7)^T \) and \( (4, 7)^T \) be four independent observations from a bivariate normal distribution with the mean vector \( \mu \) and the covariance matrix \( \Sigma \). Let \( \hat{\mu} \) and \( \hat{\Sigma} \) be the maximum likelihood estimates of \( \mu \) and \( \Sigma \), respectively, based on these observations. Then \( \hat{\Sigma} \hat{\mu} \) is equal to