Remark 1
Tag 07QL, permanent. Cite it as [Bourbaki, Tag 07QL].
Topological Vector Spaces, chapter IV, § 1. Duality
— Let A be a compact convex subset of a Hausdorff locally convex space G, and let be the closed convex balanced envelope of A. When the field K is , the set is the closed convex envelope of ; when K is , the set is contained in the closed convex envelope of . Consequently (II, p. 14, prop. 15), is compact.
We deduce, in particular, that when the duality between E and F is separating in F, the Mackey topology is also the -topology, where is the set of all convex subsets of F which are compact for . In an analogous way we define the Mackey topology on F.
Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.
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