For the question below, I'm confused in approaching it through converting it to z-scores and the two distinct variables. How should I approach the question? Thank you!

Consider the estimator " = K.S' of the population variance o', where S' is the sample variance and K is an unknown constant. What is the mean square error (MSE) of this estimator when the population distribution is normal? (It can be shown that E((S-)) = #* where n is the sample size) o (# ) K2 - 2K + 104 O [K2 - 2K + 104 O [K2 - 2( "+1 ) K+ 164