We prove that there exists a weakly closed and bounded subset E of c_0 which is not remotal from 0, and such that the closed convex hull of E is remotal from 0. This answers a question of M.
Martin and T.S.S.R.K. Rao.
We also present a simple proof of the fact that in every non-reflexive Banach space there exists a closed convex bounded set which is not remotal.