Question about standard deviation

FRM
#1

Hi, I have a problem regarding this question. It is from the practice exam 1 (part 1) question 29 Q: Which of the following statements about sampling and the central limit theorem is least likely to be correct?

d. The standard deviation of the mean of many observation is more than the standard deviation of a single observation The correct answer is D.

In my opinion, statement D is true as the standard deviation of a single observation is zero. Did I interpret anything wrong here?

Note: I do not have any intention to violate the copyright rule in the forum so I leave other three choices out.

#2

The question may not be worded well.

What they’re saying is that the standard deviation for the mean is the standard error: σ/√_n_. Because n ≥ 1, the standard error is less than the standard deviation.

#3

OK thank you very much for your response ^ ^

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#4

You’re quite welcome.