Covariance matrix for the logs of the asset prices:

    0.0810    0.0450   -0.0540    0.2160   -0.2520
    0.0450    0.0290   -0.0100    0.1000   -0.1420
   -0.0540   -0.0100    0.7610   -0.8440   -0.2420
    0.2160    0.1000   -0.8440    1.3010   -0.4460
   -0.2520   -0.1420   -0.2420   -0.4460    1.8130
   
Expected values of the logs of the asset prices:

    0.1000    3.5000    0.9000    1.3000    0.7000
   
European puts in the portfolio:

Asset   strike   quantity (negative means short position)

 1        1        1000
 1        .9      -1000
 2        30       100
 3         4       500
 4         4      -500
 5         2       300  
 5         1.5     300