Consider the following discrete probability distributions of payoffs for $2$ securities that are held in a DI's trading portfolio $($payoff amounts shown are in $ millions$)$:

What is the expected shortfall $($ES$)$ of securities Alpha and Beta at the $99$ percent confidence level, respectively $($in millions$)?$

A$.-$$$300$ and $-$$$300$

B$.-$$$300$ and $-$$$3,300$

C$.-$$$3$ and $-$$$24\mathrm{.}75$

D$.-$$$3$ and $-$$$25\mathrm{.}50$