Using sed

sed 's/,$//' file > file2

although enough answers have already been stated, and since this question does completely sound like a homework assignment, I will try to top them all: does that "bed file" come from a previous gene annotation process which is printing a comma character at the end of each gene so, oh my, you need to remove the last gene's comma character?

my first choice for removing last comma characters would be Sukhdeep's sed -i 's/,$//' file.bed, but if the situation is the one I've just described in the previous paragraph then I would better suggest you to correct your previous script, as it's not a good idea to leave imperfections inside a script and try to correct them afterwards, specially if you're learning to code.

and as a final top guess... would that annotation script be written in perl, where the gene information is being printed in a similar manner to

foreach $gene (@genes) { print "$gene," }

? if so, you may correct your problem by using the join function like

print join ",", @genes

the output of your annotation script won't have that comma at the end of each line.

Remove one trailing ',' from the end of every line in a file:

while read line; do
  echo ${line%,}
done < input.file > output.file

(If I understand you correctly)

A more general approach with awk lets you clean any field:

$ awk '{ print $1"\t"$2"\t"$3"\t"$4"\t"substr($5, 1, length($5)-1); }' in.bed > out.bed

For instance, if you had a BED file with the ID in the fourth column and the score in the fifth column, and you wanted to clean the fourth column:

$ awk '{ print $1"\t"$2"\t"$3"\t"substr($4, 1, length($4)-1)"\t"$5; }' in.bed > out.bed

sed -i 's/(.*),/\1 /' file