 Solution

For a convex cone $D$ in an inner product space, use the nonnegative-pairing conventionHere the pairing is the Frobenius inner product on real symmetric matrices. Let $C_0$ be the conic hull of the nonnegative rank-one matrices $x{x}^T$, and let $C=\overline{C_0}$. For $A\in K$, $⟨A,x{x}^T{⟩}_F=x^{T}Ax\ge 0$. This extends to conic combinations, and by continuity to their limits. Hence $C\subseteq K^{\ast }$.

For the converse, if $B\notin C$, separation from a closed convex cone supplies a symmetric $H$ withIn particular $x^{T}Hx\ge 0$ for every $x\ge 0$, so $H\in K$. The negative pairing then excludes $B$ from $K^{\ast }$. ThereforeThe same generator test gives $C^{\ast }=K$. This is the duality of copositive and completely positive cones; the next argument removes the closure.