Final answer:
The sampling distribution of the sample mean is approximately normal and has a mean equal to the population mean.
Step-by-step explanation:
The sampling distribution of the sample mean is the distribution of all the possible sample means that can be obtained from a population.
According to the Central Limit Theorem, if the sample size is sufficiently large, the distribution of the sample means will be approximately normal.
The mean of the sample means will equal the population mean, and the standard deviation of the distribution of the sample means (called the standard error of the mean) is equal to the population standard deviation divided by the square root of the sample size.