If $R$ is Noetherian and $M$ and $N$ are finitely generated $R$-modules, show that $$\operatorname{Ass}\operatorname{Hom}_R(M,N)=\operatorname{Supp}M\cap \operatorname{Ass}N$$ where $\operatorname{Supp}M$ is the set of all primes containing the annihilator of $M$.
Taking $M=R/I$, and setting $(0:_NI)=\{n\in N\mid In=0\}$, show that $\operatorname{Hom}_R(M,N)=(0:_NI)$, and thus $$\operatorname{Ass}(0:_NI)=\operatorname{Ass}N\cap\{P\subset R\mid P\text{ is a prime ideal and }I\subset P\}.$$
This is Exercise 3.3 in GTM150 (page 109) and I have no idea about how to solve the problem and make no progress.