Using the definition of portfolio variance, prove that a perfectly hedged stock portfolio that is 100 shares

Question:

Using the definition of variance, prove that a perfectly hedged stock that is 100 shares long and 100 shares short is perfectly risk free.
Portfolio
A portfolio is a grouping of financial assets such as stocks, bonds, commodities, currencies and cash equivalents, as well as their fund counterparts, including mutual, exchange-traded and closed funds. A portfolio can also consist of non-publicly...