Let $X$ be a normed space, $n\in N$ and {$x_1, x_2, ...,x_n$} be a linearly independent set in $X$. Prove that for any scalars $\alpha_1, \alpha_2, ..., \alpha_n$ there exists $f$ in the dual space $X'$ such that $f(x_i) = \alpha_i$; $ i = 1, 2, ..., n$.
(I tried it by using the theorem: For any non-zero $x_0$ in a normed space $X$ we have a linear functional $f$ such that $||f||=1 $ and $f(x_0)=||x_0||$. But I could not succeed. )
I think you can define $f$ on the finite dimensional subspace $$ M := \text{span}\{x_1, \ldots, x_n\} $$ by $$ f\left(\sum_{j=1}^n \lambda_j x_j\right) = \sum_{j=1}^n \lambda_j \alpha_j. $$ (The definition is well-posed since every $x\in M$ has a unique decomposition of the form $\sum\lambda_j x_j$.)
Then you can use the Hahn-Banach theorem to extend $f$ to the whole $X$.