The Metric Approximation Property and Lipschitz-Free Spaces over Subsets of $\mathbb{R}^N$

We prove that for certain subsets $M \subseteq \mathbb{R}^N$, $N \geqslant 1$, the Lipschitz-free space $\mathcal{F}(M)$ has the metric approximation property (MAP), with respect to any norm on $\mathbb{R}^N$. In particular, $\mathcal{F}(M)$ has the MAP whenever $M$ is a finite-dimensional compact convex set. This should be compared with a recent result of Godefroy and Ozawa, who showed that there exists a compact convex subset $M$ of a separable Banach space, for which $\mathcal{F}(M)$ fails the approximation property.