You wrote "I have Yamaha Clavinova CLP 485." This model doesn't exist.
If you have a CLP-480 or a CLP-585, you may record directly in a WAV file on a USB key. Afterwhile, you can bring the key to the PC and use the WAV file (play, convert to MP3, etc.) It will be more practical than the use of Audacity, and you will have no noise due to the conversion Digital-to-Analog and Analog-to-digital.
If you connect the CLP to a PC using a USB cable, only MIDI events will be exchanged on this cable. The problem is you can't use MIDI file recorded this way without a comparable digital piano. (Rendering on the PC with Windows piano samples or other samples will likely bring you some other sounds.)
Are you using a cable with a stereo 1/8" plug on the PC side (LINE-IN, a blue socket) and two mono 1/4" plugs on the piano side? If you are, you should have a stereo sound on the PC. (If you have bought the model online, it could be interesting to have the URL).
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