Think of them as a sample of iid variables whose values are either zero or one and $\mu=p$. Recall then that your test statistic, as always when testing for the mean with iid data, takes the form
$$\sqrt{n} \frac{\bar x - 0.4}{\hat\sigma},$$
where $\hat\sigma$ is the sample standard deviation which, in this very special case, you can replace with the known population standard deviation under $H_0$ if you wish. Just plug in the numbers and you're done.
And yes, you looked it up correctly.