An investor wants to design a $20M risky portfolio based on two stocks, A and B. The investor's target beta for the portfolio is 1. Stock A has a beta of 1.5 and an average return of 18%. Stock B has a beta of 0.8 and an average return of 12%. The correlation coefficient between the returns of A and B is 50. The average return of the market is 14% and the risk-free rate of return is 10%. What is the dollar amount that should be invested in each stock? Will this portfolio be over or undervalued relative to the CAPM?