I can prove that $U^0+W^0 \subset (U \cap W)^0$, however the other side I find very difficult to prove.
Surely I could take some linear functional $\phi \in (U \cap W)^0$, where $\phi(v) = 0 \space\forall v \in U \cap W$. This does not necessarily mean that $\phi(u) = 0 \space \forall u \in U!$
Am I thinking right?
Note: $X^0$ is the annihilator of $X$