Determining a covariance matrix

#1
:confused:

Let Sigma be an m x m matirx given by


sigma = theta^2 *[the matrix is the identity but where the zeros are there are p's].....

| 1 p p ......p |
| p 1 p ......p |
| p p 1 ......p |
| ................... |
| p ...............1 |
The question is properly formatted in my attached word document.....a hint would be nice at the very least. i have been working on this for 2 days and my brain is overloaded right now!