On remotality for convex sets in Banach spaces

We show that every infinite dimensional Banach space has a closed and bounded convex set that is not remotal. This settles a problem raised by Sababheh and Khalil in [M. Sababheh, R. Khalil, Remotality of closed bounded convex sets, Numer. Funct. Anal. Optim. 29 (2008) 1166–1170].