The first-serve percentage of a tennis player in a match is normally distributed with a standard deviation of 4.3%. If a sample of 15 random matches of the player is taken, the mean first-serve percentage is found to be 26.4%. What is the margin of error of the sample mean?
A.
0.086%
B.
0.533%
C.
1.11%
D.
2.22%
