Školjka

Find all positive integers $n$ such that the following statement holds: Suppose real numbers $a_1$, $a_2$, $\dots$, $a_n$, $b_1$, $b_2$, $\dots$, $b_n$ satisfy $|a_k|+|b_k|=1$ for all $k=1,\dots,n$. Then there exists $\varepsilon_1$, $\varepsilon_2$, $\dots$, $\varepsilon_n$, each of which is either $-1$ or $1$, such that \[ \left| \sum_{i=1}^n \varepsilon_i a_i \right| + \left| \sum_{i=1}^n \varepsilon_i b_i \right| \le 1. \]