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Let \\(A\\) denote the covariance matrix of \\(Y\\) and define the numbers \\((\\alpha_{i,j})_{1 \\leq i, j \\leq d}\\) by  \\[  \\alpha_{i, j} = \\lim_{\\epsilon \\to 0} \\mathbb{E}[Y_iY_j \\; | \\; |Y_k| < \\epsilon, \\forall k \\not \\in \\{k_1, k_2\\}],  \\]  for all \\(i, j \\in \\{k_1, k_2\\}\\). It is shown that for \\(n < d/3\\) there exists no function (estimator) which maps \\((Y_1, \\hdots, Y_n)\\) to \\(\\{0, 1, 2\\}\\) such that, uniformly over all positive semi-definite \\(A\\), the probability that the rank of \\(\\begin{pmatrix} \\alpha_{1, 1} & \\alpha_{1, 2}\\\\ \\alpha_{2, 1} & \\alpha_{2, 2} \\end{pmatrix}\\) is estimated correctly exceeds \\(0.9\\).  Some connections of this result to previous (positive and negative) results about the attainable precision of (inverse) covariance estimation are also 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