Find weights of a portfolio given variance and covariance matrix

I'm not sure how to back out the weights of a portfolio given the covariance matrix of the assets and variance of the portfolio using matlab.

I have the following inputs:

    ExpCov_csFX          = cov(csAssetReturns(t-59:t,2:7))*12;

I want to find the weights:

    w0_cs                = zeros(size(ExpFXret_cs_t'));

Which give me the portfolio variance:

    targetVar_cs

Thanks!