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Could you please explain why the answer is D? A random sample of 40 observations is drawn from_ a distribution with mean 15 and standard

Could you please explain why the answer is D?

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A random sample of 40 observations is drawn from_ a distribution with mean 15 and standard deviation 4. The distribution of the sample mean X is approximately: (a) Pn(15). (b) it39- (c) N(15,4). (d) N(15,0.4). (e) Unable to be determined from the information given

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