Wilcox Corporation is considering establishing a subsidiary either in Barbados or in the U. S. 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 U. S. 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 the new subsidiary is established in the U. S., the overall firm's expected after-tax return is