[step:Show that $B$ is convex by concatenating two convex combinations]We prove that $B$ is convex. If $B = \varnothing$, this is vacuous. Otherwise let $x,y \in B$ and let $t \in [0,1]$. By definition of $B$, there are $m,n \in \mathbb{N}$, points $a_1,\dots,a_m \in A$, points $c_1,\dots,c_n \in A$, coefficients $\lambda_1,\dots,\lambda_m \in [0,\infty)$, and coefficients $\mu_1,\dots,\mu_n \in [0,\infty)$ such that
\begin{align*}
x = \sum_{i=1}^m \lambda_i a_i,
\end{align*}
\begin{align*}
y = \sum_{j=1}^n \mu_j c_j,
\end{align*}
\begin{align*}
\sum_{i=1}^m \lambda_i = 1,
\end{align*}
and
\begin{align*}
\sum_{j=1}^n \mu_j = 1.
\end{align*}
Define points $b_1,\dots,b_{m+n} \in A$ by $b_i = a_i$ for $1 \leq i \leq m$ and $b_{m+j} = c_j$ for $1 \leq j \leq n$. Define coefficients $\theta_1,\dots,\theta_{m+n} \in [0,\infty)$ by $\theta_i = t\lambda_i$ for $1 \leq i \leq m$ and $\theta_{m+j} = (1-t)\mu_j$ for $1 \leq j \leq n$. Since $t \in [0,1]$, all $\theta_k$ are nonnegative, and
\begin{align*}
\sum_{k=1}^{m+n} \theta_k = t\sum_{i=1}^m \lambda_i + (1-t)\sum_{j=1}^n \mu_j = t + (1-t) = 1.
\end{align*}
Moreover,
\begin{align*}
tx + (1-t)y = \sum_{k=1}^{m+n} \theta_k b_k.
\end{align*}
Therefore $tx + (1-t)y \in B$. Hence $B$ is convex.[/step]