Answer:
a)

b)

Explanation:
Previous concepts
Normal distribution, is a "probability distribution that is symmetric about the mean, showing that data near the mean are more frequent in occurrence than data far from the mean".
Part a
The sampling distribution for the sample mean is given by:

The deduction is explained below we have this:


Since the variance for each individual observation is
then:

And then for this special case:

Part b
We are interested on this probability:

And we have already found the probability distribution for the sample mean on part a. So on this case we can use the z score formula given by:

Applying this we have the following result:

And using the normal standard distribution, Excel or a calculator we find this:
