$\DeclareMathOperator\Lip{Lip}$Let $X$ be a real Banach space. The dual $X^*$ is a closed subspace of $\Lip_0(X)$. ($\Lip_0(X)$ denotes the space of real-valued Lipschitz functions $f:X\to\mathbb{R}$ satisfying $f(0)=0$ with Lipschitz constant as norm).
Is there anything known about the complementability of $X^*$ inside $\Lip_0(X)$? If $X$ is finite dimensional, then $X^*$ is trivially complemented in $\Lip_0(X)$. Are there any examples of infinite dimensional spaces $X$ whose duals are or are not complemented in $\Lip_0(X)$?