Non cooperative ,simultaneous 2*2 game- Is group of payments Convex?

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I am given a 2*2 players infinite simultaneous game. I have some unresolved issues I'd like to discuss and confirm.

Can the feasible payments group of player 1 when plays PURE strategy on his first turn and player 2 responds with a MIXED be convex?

I am asking since when both play PURE (finite game) the answer is NO since the group of payments isn't bounded - no line that can "connect" the pure strategies and be included. On the other hand, when both playing MIXED the group is convex (finite).

This is not a 0-sum game.

Thank you all in advance.