GATE Computer Science (CS) 2011 Solved Paper

Consider a finite sequence of random values X = [x₁, x₂, .... x_n]. Let μ_x, be the mean and σ_x, be the standard deviation of X. Let another finite sequence Y of equal length be derived from this as y_i = a* x_i + b, where a and b are positive constants. Let μ_y, be the mean and σ_y be the standard deviation of this sequence. Which one of the following statements is INCORRECT?