# Covariance question: A non squared matrix possible?

I have an academic economic paper that says the following:

$$q_r = \operatorname{Cov}(rx,v')\lambda$$

$$(14 \times 1)=(14 \times 4)(4 \times 1)$$

My a vector $q_r$ is of size $14 \times 1$ and my matrix $rx$ is size $T \times 14$, and my matrix $v$ is of size $T \times 4$. I don't have the value of $\lambda$.

How can I get a covariance matrix of size 14 \times 4?

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The $(i,j)$ entry of the matrix is the covariance of the $i$'th column of $rx$ and the $j$'th column of $v$.