We show that for each positive integer k there is a k × k matrix B with ±1 entries such that letting K1 be the symmetric convex hull of the rows of B and K2 the symmetric convex hull of √ k times the canonical unit vector basis of Rk (= √ kBk 1 ), then K1∩K2 lies between two universal multiples of the Euclidean unit ball, Bk 2 . Moreover, the probability that a random ±1 matrix satisfies the ab...