In this special regression, what is the OLS estimator, its expected value, variance, and dist. We assume that all of the errors are iid with N(0,1)

$\displaystyle Y=\beta_0+U_i$

Now, if by doing a sample of 500 observations, I find that ,$\displaystyle \beta_{hat} = 2.5$, how can I build a 95% Confidence interval if I don't have the std. error?