Determine the frontier portfolio \(w^{*}\) such that its variance is equal to the variance of its zero correlation portfolio, i.e., determine the frontier portfolio \(w^{*}\) such that \(\sigma^{2}\left(\tilde{r}_{w^{*}}\right)=\sigma^{2}\left(\tilde{r}_{w^{2 c}}\right)\), where \(w^{\mathrm{zc}}\) is the zero correlation portfolio with respect to \(w^{*}\).