AdvancedNumeric answer
Shapes in a returns matrix · Part 3 of 3
R is a NumPy float64 array of daily returns with shape (250, 40): 250 days by 40 assets. Broadcasting aligns shapes from the right, and a dimension of size 1 stretches to match the other array.
To scale the returns by five leverage factors at once, you compute R[:, None, :] * k[:, None], where k has shape (5,). How many elements does the result have?
Answer with a number. Fractions, powers and expressions like 23/6 or C(52,5) are read correctly in practice.
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