ISL 1966 Problem 42

Given a finite sequence of integers $a_{1},$ $a_{2},$ $...,$ $a_{n}$ for $n\geq 2.$ Show that there exists a subsequence $a_{k_{1}},$ $a_{k_{2}},$ $...,$ $a_{k_{m}},$ where $1\leq k_{1}\leq k_{2}\leq...\leq k_{m}\leq n,$ such that the number $a_{k_{1}}^{2}+a_{k_{2}}^{2}+...+a_{k_{m}}^{2}$ is divisible by $n.$

Note by Darij: Of course, the $1\leq k_{1}\leq k_{2}\leq ...\leq k_{m}\leq n$ should be understood as $1\leq k_{1}<k_{2}<...<k_{m}\leq n;$ else, we could take $m=n$ and $k_{1}=k_{2}=...=k_{m},$ so that the number $a_{k_{1}}^{2}+a_{k_{2}}^{2}+...+a_{k_{m}}^{2}=n^{2}a_{k_{1}}^{2}$ will surely be divisible by $n.$