ImageMagick, convert and ‘operation not allowed by the security policy `PDF’’

Today a friend of mine asked to merge a few images into a single PDF document.
How hard can it be? imagemagick to a rescue!
Having a clean operating system, I installed it from scratch, via the package manager.
However, when I tried to execte convert I got a strange and new (to me) error:
% convert 'mt 1.jpg'  'mt 2.jpg'  'mt 3.jpg' mt.pdf
convert-im6.q16: attempt to perform an operation not allowed by the security policy `PDF' @ error/constitute.c/IsCoderAuthorized/408.
What the hell?
It turned out that ImageMagick now has a policy file located at /etc/imagemagick-6/policy.xml (or a different path), and that file includes a line for every type of conversion. For example, for PDF there is:
  <policy domain="coder" rights="none" pattern="PDF" />
that needs to be changed into something that allows the reading and/or writing privileges to the PDF coder:
  <policy domain="coder" rights="reader | write" pattern="PDF" />

The article ImageMagick, convert and 'operation not allowed by the security policy `PDF'' has been posted by Luca Ferrari on June 3, 2020