Final answer:
The subject of this question is Mathematics and it is at a College level. The question involves the concept of i.i.d. lognormal random variables and the Central Limit Theorem.
Step-by-step explanation:
The question involves the concept of i.i.d. lognormal random variables and the Central Limit Theorem. In this case, we have a set of lognormal random variables X1, X2, ..., Xn with parameters μ and σ^2. These random variables follow a lognormal distribution, where the natural logarithm of each Xi is normally distributed with mean μ and variance σ^2.
As n increases, the sample mean of these lognormal random variables tends to follow a normal distribution with mean μ and a variance of σ^2/n. This result is a consequence of the Central Limit Theorem.