From the recently-posted UK press kit documentation, it says:
"And just how consistently this development target has been translated into reality in terms of intelligent lightweight engineering is borne out by the car's power-to-weight ratio of only 3.8 kg (8.4 lb) per horsepower."
This means the E92 M3 will either weigh:
8.4 x 414 = 3,477 lbs
8.4 x 420 = 3,528 lbs