Let $X$ be a Banach space. By Banach-Alaoglu and Krein-Milman Theorems, one can show that if $X$ is a dual space, then $X$ must have at least one extreme point of the closed unit ball.
I am interested in its converse. More precisely,
Question: Let $X$ be a Banach space. If the closed unit ball of $X$ has at least one extreme point, must $X$ be a dual space?
I feel that the statement above is negative. However, I could not produce a counterexample.
In fact, the only Banach spaces which I know that are not dual spaces are $c_0$ and $C_0(\mathbb{R})$ (the latter set is the collection of all real-valued continuous function vanishing at infinity) because both sets have no extreme point.