Let $C$ be a compact convex set in $\mathbb R^n$ that intersects the strictly positive orthant $\mathbb R_+^n$. Does $C\cap \mathbb R_+^n$ have to contain a point $x$ such that some vector $v\in\mathbb R_+^n$ is normal to $C$ at $x$? Here, a vector $v$ is normal to a convex set $C$ at $x$ iff for all $y\in C$, $\langle v,y \rangle\le \langle v,x\rangle$.