Can anyone tell me more about the AssetCovar function?

I have a portfolio of 10 stocks. When defining AssetCovar do I need to type

AssetCovar=[insert variance-covariance matrix numbers] or can I do

AssetCovar=[cov(stock A),cov(stock B),etc].

I guess what I'm asking is whether Matlab will be able to calculate the variance-covariance matrix by knowing the covariances of each stock, or whether I physically need to type in the variance-covariance matrix to proceed with my analysis. I need to know so I know my portfolio variance figures are correct.

Sorry if this is a silly question but I can't seem to find any answers on the Matlab website.

Thank you very much in advance!