please answer asap and i will leave a thumb up$!!!$ Problem $1(30$ points$)$: $($Box method$)$

Assume you hold an equally$-$weighted portfolio of $\backslash (\backslash$mathrm$\{$N$\}=100\backslash )$ stocks. $($i$.$e$.\backslash ($ w$\_\{$i$\}=\backslash$frac$\{1\}\{$N$\}=0\mathrm{.}01\backslash )).$ Variances of individual stock are the same and equal to $\backslash (\backslash$sigma$^\{2\}=8\backslash ).$ Assume all stocks are divided into two groups: group A stocks are from $1-50$ and group B are from $51-100.$ Any pair of stocks from group A have pairwise covariances of $1.$ Any pair of stocks from group B have covariance of $1.$ Stocks from different groups are uncorrelated with each other.

a$)(10$ points$)$ Find contribution to total variance of your equally$-$weighted portfolio from stock variances

b$)(20$ points$)$ Find contribution to total variance of your equally$-$weighted portfolio from stock covariances and calculate total variance of your portfolio.