How to scale a signal to get desired variance I am new to dsp, and I'd really appricate it if someone please help me with this problem. I guess it's a basic simple question, but I cannot get it write. Here is the question:

The variance of a random signal generated using MATLAB command randn is approximately 1. We need a random signal with variance 0.01. With which factor you need to scale the signal?

With amplitude? Like we need to multiple the amplitude of the signal by 0.1?
standardizing a Normal random variable $x$
$$ 
\frac{x -m}{\sigma} \sim \mathcal{N}(0,1)
$$
so if $y$ is a random variable that is Normal with mean zero, with standard deviation $1$, 
$$
\sqrt{\sigma^2}y \sim \mathcal{N}(0, \sigma^2)
$$
This standardization actually works for more than just Normal Distributions.