Proof.
Let

be the closed, convex, and balanced hull of

. Since

is closed, convex, and balanced,

. Let

. Then, by the Hahn-Banach separation theorem (on compact sets), there is

,

,

such that for all

,
Re

Re
Dividing by

(or, if

, replacing with

)
Re

Re
Replacing

with

, we may assume

.
Given

, since

is balanced, there is

such that
So, for all

,

Re
So,

and

.
Since

,
so

, and

. Hence,

.