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Denote by \\(\\text{cl} (Y)\\) the family of all nonempty closed subsets of \\(Y\\). A set-valued function \\(F: D\\to \\text{cl} (Y)\\) is said to be convex if \\(tF(x)+ (1-t) F(y) \\subset F(tx+ (1-t) y)\\) for all \\(x, y\\in D\\) and \\(t\\in (0, 1)\\). \\(F\\) is said to be continuous at \\(z\\in D\\) if for every neighbourhood \\(V\\) of zero in \\(Y\\) there exists a neighbourhood \\(U\\) of zero in \\(X\\) such that \\(F(x)\\subset F(z)+V\\) and \\(F(z) \\subset F(x)+ V\\) for all \\(x\\in (z+ U) \\cap D\\).    The authors prove that if \\(F\\) is convex and continuous on \\(D\\) then for each normalized measure space \\((\\Omega, \\Sigma, \\mu)\\) and for all \\(\\mu\\)- integrable functions \\(\\varphi: \\Omega\\to D\\) such that \\(\\overline {\\text{conv}} \\varphi (\\Omega) \\subset D\\) we have \\(\\int_\\Omega (F\\circ \\varphi) d\\mu \\subset F (\\int_\\Omega \\varphi d\\mu)\\). 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