Assume the SAT Mathematics Level 2 test scores are normally distributed with a mean of 500 and a standard deviation of 100. Show all work. Just the answer, without supporting work, will receive no credit. Provide justifications and citations for your responses.
(a) If a random sample of 64 test scores is selected, what is the standard deviation of the sample mean?
(b) What is the probability that 64 randomly selected test scores will have a mean test score that is between 475 and 525?