Unable to change network profile from domain authenticated to public

Hi,

I am using Windows Server 2012 R2. I am deploying Direct Access on it. I don't have any internal LAN and both the interface are public IP enabled. I want to change network profile to public, currently which is domain authenticated. I have tried to change it to public via power shell using this command

set-NetConnectionProfile -InterfaceAlias external -NetworkCategory Public

but no luck server is showing an error 

set-NetConnectionProfile : Unable to set the NetworkCategory due to one of the following possible reasons: not running

PowerShell elevated; the NetworkCategory cannot be changed from 'DomainAuthenticated'; user initiated changes to

NetworkCategory are being prevented due to the Group Policy setting 'Network List Manager Policies'.

At line:1 char:1

+ set-NetConnectionProfile -InterfaceAlias external -NetworkCategory Public

+ ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~

    + CategoryInfo          : PermissionDenied: (MSFT_NetConnect...F150E6258CCC}"):root/StandardCi...nnectionProfile)

   [Set-NetConnectionProfile], CimException

    + FullyQualifiedErrorId : MI RESULT 2,Set-NetConnectionProfile

As error showing I have also tried Network List Manager Policy from Group Policy but the problem remain same.

Can someone please help me as I am unable to deploy direct access because of this.

Thanks, Manoj