It might be worthwhile pointing out that saying these functors are naturally isomorphic has a lot more content than just saying that you can exhibit isomorphism $V\cong V^{\ast\ast}$ for each vector space $V$, namely that all these isomorphisms are compatible with the maps between these vector space. Let's make this precise. For each vector space $V$, let $\varphi_V\colon V\rightarrow V^{\ast\ast}$ be the "canonical" isomorphism.
What's key to the concept of a functor is that a functor not only associates objects to objects, but also maps between objects to other maps between the correspond…