A Banach space whose set of norm-attaining functionals is algebraically trivial

We construct a Banach space $X$ for which the set of norm-attaining functionals $NA(X,\mathbb{R})$ does not contain any non-trivial cone. Even more, given two linearly independent norm-attaining functionals on $X$, no other element of the segment between them attains its norm. Equivalently, the intersection of $NA(X,\mathbb{R})$ with a two-dimensional subspace of $X^*$ is contained in the union of two lines. In terms of proximinality, we show that for every closed subspace $M$ of $X$ of codimension two, at most four elements of the unit sphere of $X/M$ have a representative of norm-one. We further relate this example with an open problem on norm-attaining operators.