The standard deviation of $X$ is 2. What is the standard deviation of $-3X$?

Explanation

1. 01

   $\text{Var}(-3X) = 9\,\text{Var}(X) = 9 \times 4 = 36$.

2. 02

   Standard deviation $= \sqrt{36} = 6$: it scales by $\lvert -3 \rvert = 3$.