New York Gov. George E. Pataki has established a task force to study the financial status of as many as nine of the states public employee pension systems and the benefits they provide to members. The task force is expected to report by April 1 on changes that may be needed. New York State Comptroller H. Carl McCall, sole trustee of the states $10 billion pension system, said that the task force should create a permanent cost of living adjustment. "Most large pension systems provide a COLA, as do many private pension systems, he said. "But in New York State, were among the worst in protecting benefits from eroding due to inflation. The state can afford to provide a COLA for its retirees, he added.