Suppose we are making predictions of the dependent variable y for specific values of the independent variable x using a simple linear regression model holding the confidence level constant. Let Width (C.I) = the width of the confidence interval for the average value y for a given value of x, and Width (P.I) = the width of the prediction interval for a single value y for a given value of x.

Which of the following statements is true?

(A) Width (C.I) = 0.5 Width (P.I)
(B) Width (C.I) < Width (P.I)
(C) Width (C.I) > Width (P.I)
(D) Width (C.I) = Width (P.I)