Back-test timing. The T x n asset returns matrix R gives the returns of n assets over T periods. (See page 120.) When the n-vector w gives a set of portfolio weights, the T-vector Rw gives the time series of portfolio return over the T time periods. Evaluating portfolio return with past returns data is called back-testing. Consider a specific case with n = 5000 assets, and T = 2500 returns. (This is 10 years of daily returns, since there are around 250 trading days in each year.) About how long would it take to carry out this back-test, on a 1 Gflop/s computer