Given an arbitrary frontier portfolio (w^{*}), with (w^{*} eq w^{mathrm{MVP}}), there exists a unique frontier portfolio (w^{mathrm{zc}})

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Given an arbitrary frontier portfolio \(w^{*}\), with \(w^{*} eq w^{\mathrm{MVP}}\), there exists a unique frontier portfolio \(w^{\mathrm{zc}}\) such that \(\operatorname{Cov}\left(\tilde{r}_{w^{*}}, \tilde{r}_{w^{\mathrm{zc}}}\right)=0\).

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