A day after two Baltimore County women sued their supervisor, a State Farm insurance agent, and State Farm Annuity and Life Insurance Co. on grounds of sexual harassment, assault and defamation, a company representative said Wednesday that it would investigate the allegations. Jen Alvarez, a State Farm spokeswoman in Virginia, said that company officials had not had an opportunity to study the filing, and she would not discuss personnel issues. "What we can tell you is that we take any allegations of this nature seriously and will be thoroughly investigating the matter," Alvarez said. The two women, Kristi Mitchell and Veronica Cobb, are seeking at least $4 million in punitive damages in Baltimore County Circuit Court from their supervisor, Obie Sorrell, and State Farm. They say that Sorrell repeatedly subjected them to sexual taunts, crass language, suggestive physical contact and a hostile work environment in their Randallstown office. Sorrell did not respond to requests for comment.