From the W3Schools reference (http://www.w3schools.com/tags/tag_link.asp):

    In HTML the <link> tag has no end tag.

However, if you try to add just

    <link href="#" rel="stylesheet" />

to the .markdown file, the Markdown preprocessor (at least the one I am using) would not process the rest of the file. I think it only recognizes a subset of HTML tags. You can try it for yourself.