$$ {\textbf{Step 1: Finding mean}} $$
$$ {\text{The first }n\text{ natural numbers are }1,2,3,.....,n.} $$
$$ {\text{Their mean, }}\mathop x\limits^\_
{\text{ = }}\dfrac{{\sum x }}{n}{\text{ }} $$
$$ {\text{ = }}\dfrac{{1 + 2 + 3 + ....... +
n}}{n} $$
$$ = \dfrac{{n\left( {n + 1} \right)}}{{2n}} $$
$$ = \dfrac{{n + 1}}{2} $$
$$ {\text{Sum of the square of the first n
natural numbers is }}\sum {{x^2}} {\text{ = }}\dfrac{{n\left( {n + 1}
\right)\left( {2n + 1} \right)}}{6}{\text{ }} $$
$$ {\textbf{Step 2: Finding standard deviation}} $$
$$ {\text{Thus, the standard deviation }}\sigma
{\text{ = }}\sqrt {\dfrac{{\sum {{x^2}} }}{n} - {{\left( {\dfrac{{\sum x }}{n}}
\right)}^2}} $$
$$ {\text{ = }}\sqrt {\dfrac{{n\left( {n + 1}
\right)\left( {2n + 1} \right)}}{{6n}} - {{\left( {\dfrac{{n + 1}}{2}}
\right)}^2}} $$
$$ {\text{ =
}}\sqrt {\dfrac{{\left( {n + 1} \right)\left( {2n + 1} \right)}}{6} -
{{\left( {\dfrac{{n + 1}}{2}} \right)}^2}}
$$
$$ = \sqrt {\left( {\dfrac{{n + 1}}{2}}
\right)\left[ {\dfrac{{2n + 1}}{3} - \dfrac{{n + 1}}{2}} \right]} $$
$$ = \sqrt {\left( {\dfrac{{n + 1}}{2}}
\right)\left[ {\dfrac{{2(2n + 1) - 3(n + 1)}}{6}} \right]} $$
$$ = \sqrt {\left( {\dfrac{{n + 1}}{2}}
\right)\left[ {\dfrac{{4n + 2 - 3n - 3}}{6}} \right]} $$
$$ = \sqrt {\left( {\dfrac{{n + 1}}{2}}
\right)\left( {\dfrac{{n - 1}}{6}} \right)}
$$
$$ = \sqrt {\dfrac{{{n^2} - 1}}{{12}}} $$
$$ {\text{Hence, the S}}{\text{.D}}{\text{. of
the first n natural numbers is }}\sqrt {\dfrac{{{n^2} - 1}}{{12}}} $$
$$ {\textbf{ Hence, the correct
answer is option B}}{\text{.}} $$