I'm reading @Nate Eldredge's answer:
Here's a counterexample. Let $X$ be any infinite-dimensional Banach space.
Let $\mathcal{U}$ be the collection of all weak-* open neighborhoods of $0 \in X^*$. One can show that each $U \in \mathcal{U}$ contains a line. (Think about what the basic open sets are. Indeed, $U$ contains a vector subspace of finite codimension.) For each $U$, let $f_U$ be a nonzero point on such a line, so that $\mathbb{R} f_U \subset U$.
Let $U \in \mathcal U$. There are $x_1, \ldots, x_n \in X$ and $\varepsilon>0$ such that $$ U \supset V := \{f \in X^* \mid |\langle f , x_i \rangle| <\varepsilon \text{ for all } i =1,\ldots,n \}. $$
Clearly, $f\in V \iff -f \in V$. Now we fix $f_0 \in V$. Then $\lambda_i := |\langle f_0 , x_i \rangle|$ for all $i =1,\ldots,n$. Let $\lambda := \min_i (\varepsilon/\lambda_i) >1$. Then $rf_0 \in V$ for all $r\in (-\lambda, \lambda)$.
What I got is a segment $(-\lambda, \lambda)$. Could you explain what the line is in this context?