Possible Duplicate:
$C_0(X)$ is not the dual of a complete normed space
Is any Banach space a dual space?
While studying for a course of functional analysis I read somewhere that there is no normed vector space $X$ with $X^*=C_\mathbb{R}[0,1]$. I also found what at first glance seems like a complete proof of this fact:
Assume there is such a space $X$, then by Alaoglu's theorem the closed unit ball $B^*$ in $X^*$ is weak* compact. The unique extremal points of $B^*$ are the constant functions $f(x) = \pm 1$, and their closed convex hull is not all of $B^*$. This is a contradiction to Krein-Milman's theorem.
Now, I have a problem with this proof: to apply Krein-Milman to a set you need it to be convex and compact with respect to the topology induced by the norm, at least according to how it is usually stated. My hypothesis is that actually you can apply it to sets which are only compact in the weak* topology. Is this true? How do you prove it?