def format_and_annualise(self, raw_cov_array):
assets = self.X.columns<EOL>return (<EOL>pd.DataFrame(raw_cov_array, index=assets, columns=assets) * self.frequency<EOL>)<EOL>
Helper method which annualises the output of shrinkage calculations,
and formats the result into a dataframe

:param raw_cov_array: raw covariance matrix of daily returns
:type raw_cov_array: np.ndarray
:return: annualised covariance matrix
:rtype: pd.DataFrame