Let $0<a\leq 1$ be a real number and let $a\leq a_{i}\leq\frac{1}{a_{i}}\forall i=\overline{1,1996}$ are real numbers. Prove that for any nonnegative real numbers $k_{i}(i=1,2,...,1996)$ such that $\sum_{i=1}^{1996}k_{i}=1$ we have $(\sum_{i=1}^{1996}k_{i}a_{i})(\sum_{i=1}^{1996}\frac{k_{i}}{a_{i}})\leq (a+\frac{1}{a})^{2}$.
Problem
Source: 5-th Taiwanese Mathematical Olympiad 1996
Tags: inequalities, inequalities proposed, n-variable inequality