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Please help me with solving questions ( d )and ( e ) Provide all the steps to get to the final solution. Thanks a lot!

Please help me with solving questions (d)and (e) Provide all the steps to get to the final solution. Thanks a lot!

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Let X1, X2, . . . , X\" denote an independent and identically distributed (i.i.d.) random sample from a random variable X with some unknown distribution FIX), with mean E(X,-) = ,u and Var-(X0 = 0'2. (d) Calculate the asymptotic variance of the sample mean. (e) Construct the asymptotic 95% confidence interval for u

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