A producer of cigarettes claims that the mean nicotine content in its cigarettes is 2.4 milligrams with a standard deviation of 0.2 milligrams. Suppose 400 cigarettes are chosen in random. What is the sampling distribution of the sample mean of the 400 cigarettes and why? 0 a. Approximately Normal with mean 2.4 and standard deviation 0.2 by Law of Large Numbers 0 b. Approximately Normal with mean 2.4 and standard deviation 0.2 by Central Limit Theorem 0 C. Approximately Normal with mean 2.4 and standard deviation 0.01 by Law of Large Numbers 0 d.This cannot be determined since we have not been given any information about the cigarettes nicotine content distribution. 0 9. Approximately Normal with mean 2.4 and standard deviation 0.01 by Central Limit Theorem