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Using the Central Limit Theorem, it is found that the standard deviation is of 0.0971.
In this problem, for each sample, the standard error is given by:
[tex]s_I = \sqrt{\frac{0.25(0.75)}{50}} = 0.0612[/tex]
[tex]s_{II} = \sqrt{\frac{0.35(0.65)}{40}} = 0.0754[/tex]
Hence, for the distribution of differences, it is given by:
[tex]s = \sqrt{s_I^2 + s_{II}^2} = \sqrt{0.0612^2 + 0.0754^2} = 0.0971[/tex]
More can be learned about the Central Limit Theorem at https://brainly.com/question/24663213