Adobe Reader 9 can do this provided that the document contains a policy allowing the users to comment and annotate. In the absence of such a policy, this reader defaults to denying such capability.
There does not appear to be any native Linux PDF readers that can do this. Some such as Okular can do highlighting etc but they are stored in their private format that only the viewer that created it could display them. Hence their annotations are not shown in say Adobe Reader. Therefore this class of viewers are considered not supporting the annotation and highlighting requirements.
As a last resort, I am using 2 Windows PDF viewers running in WINE in Mint/Ubuntu. They are PDF XChange Viewer and FoxIt Reader.
At the time of writing, I have uninstalled "PDF XChange Viewer" because in Mint-64 bit, it consistently crashed the reader when I was switching documents in the tabbed view of the reader. My experience is also supported by reported behaviour in the WineHQ. It is ashamed that it misbehaves in this manner. The other problem with this is with the display when scrolling the document. However, one can alter the display settings to prevent this.
While FoxIt Reader also has a native Linux version, it is a very basic reader similar to Evince that does not do annotation and highlighting. Consequently, this is not used. Instead FoxIt Reader version 184.108.40.2064 is installed with the support of WINE.
So far, it behaves well with the only exception that it fails to account for the height of the task bar in Mint when one maximizes the FoxIt window. As result, the navigation bar is partially covered.
The other issue which may unsettle some is the automatic installation and activation of the FoxIt cloud plug-in and the Reader does not have an easy way to uninstall this plug-in.
To disable this plug-in, close the FoxIt Reader and use the following steps in Mint/Ubuntu:
1) Bring up the File explorer, Nemo or Nautilus
2) Press Ctrl-H to view hidden file
3) Locate the Windows system tools in WINE installed directory which is by default located here:
4) Then use the "Wine Windows program loader" to load Control.exe, the Windows control panel program and you should see a window like this:
6) Locate the item called "Foxit Cloud" and uninstall that program item.
Next time you start FoxIt Reader, you will not see the "FoxIt Cloud" menu item. I only wish FoxIt would offer a more user-friendly way to disable it and also seek user's consent before activating the plug-in and FoxIt cloud.