The portfolio consisting of $$5,000$ in Treasury bills and $$35,000$ in the market portfolio will have a beta of $\_\_\_\_\_$

Group of answer choices

$0\mathrm{.}2$

$0\mathrm{.}25$

$0\mathrm{.}75$

$\mathrm{.}8$

$0\mathrm{.}875$