You have 20 feet of rope (A lasso) a bedroll, a small spade, 24 shots for your revolvers (not counting what's loaded) and 12 more shells for you shotgun (Not counting the 2 inside)
You also have enough food and water for 3 days, if you share.
2 days to the east is the nearest town, and a place you can turn him in.
Something about his demeanor rubs you wrong. "Drop to you skins boy."
"Well aren't you a foreword woman! Normally I have to at least buy them dinner." Another warning shot cuts him short. "Alright! Alright! No need to get hasty!"
Once he's standing in his birthday suit you ride up behind him and give him a good tap to the back of his head. You bind him and throw him onto the back of your horse, who you really should name before you go riding into a desert one day.
You find $12 cash in his boots.