A light jigsaw puzzle.
Start with a square. Assume two adjacent sides (top and left) are always straight and the other two adjacent sides (bottom and right) can be either straight, convex or concave. That gives $3 \times 3 = 9$ possible squares. Below we see $3$ example squares where the bottom is straight.
Is it possible to create a $3 \times 3$ jigsaw puzzle (outside borders straight) with these $9$ pieces? Rotation of pieces is allowed, but flipping of pieces is not.