how to find covariance matrix

having a bit of trouble

i want to find the covariance matrix for some financial data

for funds p1, p2, p3, p4 and p5 i correspondingly
have a portfolio risk/variance vector (.020 .015 .025 .040 .050)

and know that p1 and p3 have a -ve correlation coefficient -0.2
and p2 and p5 have a +ve correlation coefficient of 0.5, with all other funds uncorrelated.

can someone help me how to determine the covariance matrix (S)

i think it's something like S=DPD where D^2 is diag(S)



the question also provides the data of the return, mu
for the funds p1, p2, p3, p4, p5 respectively being
[.065 .080 .100 .115 .120]

with the question wanting u to determine which investors short sell in the market and which funds they short sell.