The correlation matrix entered for the random variables using @SPCORREL is not valid.  Please check the correlations to see that they lie within a range of [-1,+1].  Also check to see that explicit correlation values lie within any implied range, e.g., CORR( X, Y) = .9 and CORR( Y, Z) = .9 implies that CORR( X, Z) is at least .62.