Which of the following is a true statement for any population with mean μ and standard deviation σ?
I. The distribution of sample means for sample size n will have a mean of μ.
II. The distribution of sample means for sample size n will have a standard deviation of σ/√n.
III. The distribution of sample means will approach a normal distribution as n approaches infinity.
a. I only
b. III only
c. I and II only
d. I, II, and III