Statics Practice Problem Question understand, question, represents, first

Zestt

Assume that the equity risk premium is normally distributed with a population mean of 6% and a population standard deviation of 18%. ………..
B) What is the probability of a 2.0% or lower average return over a fouryear period?
So, I understand the basic methodology behind solving this problem. The issue I’m having is with the calculation of the zstatistic. On my first pass on the question I calculated the zstatistic as follows: (o represents the std. deviation)
z = Xbar  u / o
However, when I checked the solution to problem, the zstatistic was calculated as follows:
z = Xbar  u / (o / SQRT(n) )
Could someone please explain to me why the extra divisor of SQRT(n) was thrown in there? Thank you in advance for the help.