On polynomially integrable convex bodies

An infinitely smooth convex body in $\mathbb R^n$ is called polynomially integrable of degree $N$ if its parallel section functions are polynomials of degree $N$. We prove that the only smooth convex bodies with this property in odd dimensions are ellipsoids, if $N\ge n-1$. This is in contrast with the case of even dimensions and the case of odd dimensions with $N<n-1$, where such bodies do not exist, as it was recently shown by Agranovsky.