You have a portfolio that is equally invested in Stock $F$ with a beta of $\mathrm{.}97,$ Stock $G$ with a beta of $1\mathrm{.}39,$ and the risk$-$free

asset. What is the beta of your portfolio?

Multiple Choice

$\mathrm{.}83$

$\mathrm{.}88$

$1\mathrm{.}24$

$\mathrm{.}79$

$1\mathrm{.}12$