This really belongs in the regular wig forum http://www.cosplay.com/forumdisplay.php?f=62
Ah, Utena. A series close to my heart. I think using an Ferarri in Ash Blonde http://arda-wigs.com/products/ferrari
and one of the braids clipped in in the same color http://arda-wigs.com/products/braid
would be the easiest way.
You'll just have to brush the bangs back before you clip the braid in.