Hi, please help my statistics simple regression exercise. Thank you so much! I will upvote!!

Exercise 4 Consider the simple regression model Yi = Bo + Bili +ci, i =1, ..., n. The Gauss-Markov conditions hold, i.e. E(ci) = 0, var(ci) = 02, and 1, ..., En are independent. We have shown in class that the OLS estimators can be expressed as linear combinations of the Y's. In particular, B1 = E?_, kiye and Bo = Et_ liyi. Prove the Gauss-Markov theorem (that the OLS estimates have the smallest variance among all the linear unbiased estimators) for Bo. (We say that Bo is BLUE.)