Assume we have a locally convex topology $\tau$ induced by semi-norms $\mathcal P$, on some real vectorspace $E$. Let $\sigma$ be the locally convex topology induced by the semi-norms $$ \mathcal Q := \{|f| : f \text{ is $\tau$-continous and linear} \} $$ Let $A \subset E$ be convex. Is is true that $A$ is $\tau$ closed iff $A$ is $\sigma$ closed.
If $A$ is $\sigma$ closed, the claim is easy to prove, but I am wondering if the opposite is true.