James' theorem states that a Banach space $B$ is reflexive iff every bounded linear functional on $B$ attains its maximum on the closed unit ball in $B$. Now I wonder if I can drop the constraint that it is a ball and replace it by "convex set". That is, I want to know if every bounded linear functional on a reflexive Banach space $B$ attains its maximum on a closed and bounded convex set in $B$.