Been sitting on this one for a few days and would really appreciate some help. I have included a definition and theorem that seemed useful. If anyone would be willing to critique or confirm my proof it would really make my day. Thanks in advance.
Suppose $X$ is a topological vector space which is of the second category in itself. Let $K$ be a closed, convex, absorbing subset of $X$. Prove that $K$ contains a neighborhood of $0$.
Suggestion: Show first that $H = K \cap (-K)$ is absorbing. By a catagory argument, $H$ has interior. Then use $$ 2H = H + H = H - H. $$ Show that the result is false without convexity of $K$, even if $X = \mathbb{R}^2$. Show that the result is false if $X$ is $L^2$ topologized by the $L^1$-norm
Definition: A convex set $K\subset X$ is called absorbing, if given $x\in X$ there exists $\lambda>0$ such that $\lambda x\in K$.
Theorem: Suppose $V$ is a neighborhood of $0$ in a topological vector space $X$. If $$ 0 < r_1 < r_2 < \dots < r_n \rightarrow \infty, then $$ $$ X = \bigcup_n r_n V. $$
Proof:
Let $X$ be a topoligical vector space which is of second category in itself. Let $K$ be a closed, convex absorbing subset of $X$. Since $K$ is absorbing, we observe that $X = \bigcup_n nK$. Consider $H = K \cap (-K)$. We observe that $H$ is also a closed convex set since the intersection of convex sets are convex, and finite intersections of closed sets are closed. Since $K\subset X$ is convex we note that $K$ is second category in its self since $K$ is everywhere dense in its self. We observe that $\overline{H}^\circ \not = \emptyset$ since the intersection of second category sets is second category. Hence H has non empty interior. Since $2H = H+H = H-H$; $H$ must be a neighborhood of $0$. By the theorem stated above, we may say that $H$ is absorbing since $H$ is a neighborhood of $0$. $H \subset K \Rightarrow K$ contains a neighborhood of $0$.
To emphasize the requirement of $K$ convex suppose that $X = \mathbb{R}^2$. Suppose $K$ is the set consisting of the whole space with the nonzero points of the parabola $y=x^2$. Then obviously $K$ is absorbing but does not contain a neighborhood of $0$.
If $X$ is $L^2$ topologized by the $L^1$ norm consider a set $K = \{f: \|f\|_2 \leq 1\}$ then we notice that $K$ is convex and absorbing, but there exists a sequence of functions $f_n \in X$ with $\| f_n\|_1 = 1/n \rightarrow 0$ and $\| f_n\|_{2} = 2$ for all $n$. So no ball around $0$ can be contained in $K$.