In Latin (and most if not all other Indo-European languages that maintain noun genders), the masculine is used for groups of mixed gender. This comes from how the genders formed in Proto-Indo-European.
According to the prevailing theory, originally there were only two genders, animate and neuter. But there were certain common suffixes used on certain types of nouns, including women and other obviously-feminine things. So these started taking agreement markers of their own, and eventually split off into their own gender: the feminine. But this new gender was always less-well-established than the masculine, and some rules, like this one, go back to that quality.
(One of those suffixes, by the way, was used to refer to groups of inanimate objects. That one was eventually turned into the neuter plural; that's why neuter plurals always look like first-declension feminine singulars.)
Thus, in this case, you want eī.