Select the correct statement from the following: By the Central Limit Theorem, the standard deviation of the sampling distribution of the sample mean is exactly equal to the population standard deviation. The Central Limit Theorem predicts that the sampling distribution of the sample mean will be approximately normal for large sample size. By the Central Limit Theorem, the sampling distribution of the sample mean is normal regardless of the sample size n. By the Central Limit Theorem, the mean of the sampling distribution of the sample mean is equal to the population mean divided by the square root of the sample size.