Michael
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Actually, the quip did originate with Trotsky, but in a slightly different form.
During a debate on Soviet foreign policy at one of the party congresses in the 1920s, a Stalinist said the USSR should simply ""ignore" the international situation, to which Trotsky replied: "You can also walk naked through the streets of Moscow in January, if you ignore the weather and the police. They won't ignore you, comrades!"
This exchange is recounted in Deutscher's Prophet Unarmed, though I don't have time to look up the page reference at the moment.
Jim