Wilcox Corporation is considering establishing a subsidiary either in Barbados or in the US. Once the project is completed it will constitute 40% of the firm's total funds invested in itself. The annual after-tax return on the prevailing US. business is 10% and the standard deviation of these returns is 0.10. The firm's remaining investment is solely in the U.S. Wilcox has gathered the following information: If Located 1596 08 If Located 15% 13 Mean expected annual return on investment Standard deviation of expected annual after-tax returns on investment Correlation of expected annual after-tax returns on investment with after tax returns of prevailing U.S. business .85 .05 If the new subsidiary is established in Barbados, the overall firm's expected after-tax return is O a, 13%. O b, 12%. c. 1596. O d. None of these choices are correct