Let $X,Y\subset \mathbb{R}^n$ are compact and convex. Define $S=\{\langle x,y\rangle\in \mathbb{R}\mid x\in X, y\in Y\} $. Is $S$ convex?
I tried to prove by taking an arbitrary convex combination of two elements in $S$ and tried to show it is also in $S$ but I got nowhere. I don't even know if the statement is true. Is it true? If so, any hint on how to prove it would be greatly appreciated.