Infer Portfolio Covariance Loading From Component VaR 16

For a linear Gaussian portfolio, component VaR satisfies component_i = w_i * z_alpha * (Sigma w)_i / sigma_p. If z_alpha=1.645, sigma_p=0.2, w_i=0.6, and the reported component VaR is 0.11844, what covariance loading (Sigma w)_i is implied?