It's pretty simple, too, in Mathematica. Here's one way:
data = {{13.2, 200, 58, 21.2}, {10, 263, 48, 44.5}, {8.1, 294, 80, 31}, {8.8, 190, 50, 19.5}, {9, 276, 91, 40.6},
{7.9, 204, 78, 38.7}, {3.3, 110, 77, 11.1}, {5.9, 238, 72, 15.8}, {15.4, 335, 80, 31.9}, {17.4, 211, 60, 25.8}};
pc = PrincipalComponents[data, Method -> "Correlation"];
k = Dimensions[data][[2]];
Table[Correlation[pc[[All, i]], data[[All, j]]], {i, k}, {j, k}] // MatrixForm
