How is a portfolio beta computed when the portfolio consists of $$800$ in stock A with a beta of $2\mathrm{.}6$ and $$600$ in a risk$-$free asset?

Multiple choice question.

$\backslash$beta P $=($$$800/$$$1,400)(2\mathrm{.}6)+($$$600/$$$1,400)(1)$

$\backslash$beta P $=($$$800/$$$1,400)(2\mathrm{.}6)+($$$600/$$$1,400)(0)$

$\backslash$beta P $=($$$800/$$$600)(2\mathrm{.}6)+($$$600/$$$800)(0)$

$\backslash$beta P $=($$$800/$$$800)(2\mathrm{.}6)$