iCloud does not show in “Location” for subscribed calendars; only my old me.com email address.

I want to make a subscribed Calendar available in iCloud, but when I do "Get Info" on the subscribed calendar in the Calendar app on my Mountain Lion iMac, the "Location" drop-down menu only offers "On my Mac" or my old me.com email address. (I migrated from me.com, and have been using iCloud almost since its inception.) "iCloud" is not offered as a choice, but the Apple online Help for setting subscriptions in the iCloud calendar states that it should be.

I suspect that the problem may be a bug in Apple's me.com to iCloud migration software that has left me less than 100% migrated.

Does anyone have any suggestions?