I'm having trouble with the following problem:
Let $(X, \rho)$ be a metric space containing the point $x_0$. Define $\text{Lip}_0(X)$ to be the set of real-valued Lipschitz functions $f$ on $X$ that vanish at $x_0$. The norm is given by: $$\|f\|=\sup_{x\neq y}\frac{|f(x)-f(y)|}{\rho(x,y)}$$
Show that $\text{Lip}_0(X)$ is a Banach space.
For each $x\in X$, define a linear functional $F_x(f) = f(x)$. Show that $F_x$ belongs to $L(\text{Lip}_0(X),\mathbb{R})$
For all $x,y \in X$ show $\|F_x-F_y\| = \rho(x,y)$
Use the preceding facts to show that every normed linear space is a dense subspace of a Banach space.
My attempts:
I verified this was a normed linear space by checking axioms of a vector space and axioms of a norm. I'm having trouble showing it's complete. I start with a Cauchy sequence $(f_n)$. Then I need to produce a candidate limit and show it's in my space. I'm not sure how to argue here.
Done (just added for #4)
Edit: See comments of first answer. I have an argument for $\|F_x=F_y\| \leq \rho(x,y)$ but not the other inequality.
By the above, if $(X,\rho)$ is a normed linear space (so certainly a metric space), then certainly $X \subset L(\text{Lip}_0(X))$ (#3 shows its an isometric subset, in fact). I'm getting mixed up arguing that it should be dense.