An investment banker has recommended a $$100,000$ portfolio consisting of asset $B,D,$&$F.$ $$20,000$ will be invested in asset $B$ with a beta of $1\mathrm{.}5$;$$50,000$ will be invested in asset $D$ with a beta of $2\mathrm{.}0$ ; and $$30,000$ will be invested in asset $F$ with a beta of $0\mathrm{.}3.$ The beta of this portfolio is:

a$.1\mathrm{.}25$

d$.1\mathrm{.}50$

b$.1\mathrm{.}39$

c$.1\mathrm{.}45$