Intercompany location level costing -- is it possible?

Hello,

We are running AX 4.0 sp2 with average costing. We’ve been told that it’s not possible to do location level costing since we have intercompany sales, since there’s no way to match the locations up between companies. They said only item, configuration, warehouse and batch costing are available to us. Does anyone know otherwise or confirm that they are correct?

Thanks,
Joe