Let $V$ be a normed vector space. Let $A$ be a convex and (norm) compact subset of $V$. Is it true that there exists a convex set $B$ that is generated by finitely many extreme points, such that int$B \supset A$?
It seems clear that the result is true if $V$ is finite dimensional. For then we can assume $V = \mathbb{R}^n$, and it follows that $A$ is bounded and contained in some $n$-cube which is the desired $B$.
Now, I believe the result is false in general if $V$ is infinite dimensional (this seems to follow from some results that I'm currently looking at), but I cannot prove it.