I think you need $X$ to be a Banach space. Then first use the Banach-Steinhaus theorem to show that $(X^*,\sigma^*)$ is sequentially complete. If it is metrizable (hence a Frechet space) the open mapping theorem implies that the weak$^*$ topology coincides with the topology induced by the dual norm. For the unit ball $B$ of $X$ you thus get finitely many $x_1,\ldots,x_n\in X$ such that $\{x_1,\ldots,x_n\}^\circ \subset B^\circ$. Then apply the theorem of bipolars together with the fact that the absolutely convex hull $\Gamma(E)$ of a finite set is closed to get $B \subseteq \Gamma(\{x_1,\ldots,x_n\})$.
EDIT. As mentioned in the comment, for the space $X$ of scalar sequences with only finitely many non-zero terms endowed with the $\ell^2$-norm, the weak$^*$-topology on $X^*=\ell^2$ is the topology of coordinate-wise convergence which is metrizable.