How to zoom on selection?

Is there a way to zoom on the selected object (or set of objects)? A way to set the camera to look at the selected object(s)?

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Use the ‘F’ key.
‘F’ Focuses the camera on the selected object. This is essential to make the most out of tumbling the camera.

That doesn’t work for me…
In my case, by pressing ‘F’ it actually zoom out the selected object.
What’s going on?

In the reference image, the view after I pressed F