So, I did what @fvu proposed.
However, one needs to have sudo rights, to do so, otherwise (e.g. at my work-place we don't have sudo rights) there is this output message
Could not open /dev/tty0 or /dev/vc/0 for writing open: No such file or directory
In this case, you should:
sudo chmod 4755 /usr/bin/beep
as proposed here