Let \(w^{\mathrm{p}}\) be a frontier portfolio and \(w^{\mathrm{q}}\) be an arbitrary portfolio (i.e., not necessarily belonging to the portfolio frontier) such that \(\mathbb{E}\left[\tilde{r}_{w^{\mathrm{q}}}\right]=\mathbb{E}\left[\tilde{r}_{w^{\mathrm{p}}}\right]\). Show that \(\operatorname{Cov}\left(\tilde{r}_{w^{\mathrm{q}}}, \tilde{r}_{w^{\mathrm{p}}}\right)=\sigma^{2}\left(\tilde{r}_{w^{\mathrm{p}}}\right)\).