You invest $20\%$ of your retirement savings in a fully diversified market fund, $40\%$ in risk free Treasury bills, and $40\%$ in an investment with twice as much systematic risk as the market. What is the beta of your portfolio?

Answer choices:

A$)1\mathrm{.}15$

B$)1$

C$)\mathrm{.}85$

D$)1\mathrm{.}25$