The covariance of zk with regards to what?
If you are looking for the covariance of zk with itself, then as long as zk is a scalar you are going to get out only a single value (or a 2x2 array of the same value.)
If zk were an M x N matrix with N > 1, then cov(zk) would be N x N -- and thus cov(zk.') would be M x M; perhaps that is what you want. But it would require zk to be an array rather than a vector.
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