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　　A return series with 350 observations has a sample mean of 30% and a standard deviation of 25%. The standard error of the sample mean is closest to:
　　A.0.06%
　　B.1.34%
　　C.0.95%
　　D.3.87%
　　Answer: B
　　The standard error of the sample mean is the standard deviation of the sample divided by the square root of the number of observations in the sample.