How can I create a loop that generates multivariate normal distributions?

Hello everybody, I am working to a project in which given means, variances and the covariance matrix, I need to automatically generate multivariate normal distributions / normal distribution. For example, let us suppose I have three player: a,b,c, with means = [5,8,3], variances = [4,8,10] and covariance matrix = [4 3 6 ; 3 8 5 ; 6 5 10 ](must be positive semidefinite). I need to create a normal / multivariate distribution for every possible coalition (a,b,c,ab,bc,ac,abc). How can I do that? Thanks in advance for any help you can provide.