The furthest left efficient portfolio on the Efficient Frontier is the Global Minimum Variance (GMV) portfolio.
The minimum variance portfolio is a collection of securities that combine to minimize the price volatility of the overall portfolio.
Global Minimum Variance Portfolio: First, the variance of a minimum variance portfolio solves the last expression can be written as
https://lh4.googleusercontent.com/DDYg8EepoUyeqBJbXRYcKdfYayOFiZFvtBN0IVUppc_fJ-iYG2qDbsmbD1BzSdrBFC1TQuuYfiaIL3FPdaQTBE5rF4QLAoqrNYmipSdA4U1-SwEm2hK-8alDAwUpL87EO3CJ_3nN
The last expression can be written as
https://lh3.googleusercontent.com/JIBZ2pKHHpBDDd2yb2Z-sfRmntUNqC_xRM6QSbwdjaQLwZwPPuIpWPnot-3LTGviwYbNLs0Rxkmafe_v3peBvU7oo9bATuQVLNIKw1Kc99H_YNW0LGw3ejj9VzHrdCLyGRkQ3bm7
The minimum-variance portfolio with the smallest variance solves
https://lh5.googleusercontent.com/ylQU-h6tX-0hGymO3H7oJ2c1l8MbagfVBadSdYkjhWdwKH53DsFfE8L7SPVXua69kjux7uADNB7bcAwenI4WXS0r8v468rujuiRcbCm85X_e_NK5YbihCBuq96l9UrYBvk0rZqpa
The last equation implies
https://lh6.googleusercontent.com/yMTSZRbR3VZ7C-siHTCSSDgo0dqyBZci4GA269O2FJQ9dzlCGwwTmdLhMa0pdrbownknU0MfB7KvEdGBpHvGGyZkCvt57s_nMXNtOGJsM7xDGEJB6AF-Vg3WWgZt68PdVMBJcfE7
Plugging the MVP portfolio weight into the first equation results in
https://lh5.googleusercontent.com/4eu3b4kdmwH8sGADDyTpVUaCOLrXtg2QgnjYgPuw1RhA92kjQ8mE7IRZw7p1EOAVbhESw0Gts5r_Xq-QcRzhp2G2jagqCHXy6G3fWfaDj15B8A85xUlEbAo1f3GSPdBL_0tr8Kle