Please select one of the choicesYou invest $35\%$ of your retirement savings in a fully diversified market fund, $25\%$ in risk$-$free Treasury bills, an

$40\%$ in a house with two and one$-$half times as much systematic risk as the market. What is the beta of your

portfolio?

$1\mathrm{.}32$

$1\mathrm{.}33$

$1\mathrm{.}39$

$1\mathrm{.}35$