Wilcox Corporation is considering establishing a subsidiary either in Barbados or n the US Once the p ect i ple I wa cons tute 40% n ms ta nds invested in itself. The annual after-tax return on the prevailing U.S. business is 10%, and the standard deviation of these returns is o.10. The firm's remaining investment is solely in the U.S. Wilcox has gathered the following information: If Located 15% .08 If Located 1596 .13 Mean expected annual return on investment Standard deviation of expected annual after-tax returns on investment on investment with after tax returns of prevailing U.S. business Correlation of expected annual after-tax returns .85 .05 If Wilcox locates the project in Barbados, what is the overall firm's variance in returns? a. .00662 O b..08134 c..00526 d. None of these choices are correct