convert is also the name of a windows executable which converts FAT filesystem to NTFS. When you do not specify the full path of an executable, quote:
…the system first searches the current working directory and then
searches the path environment variable, examining each
directory from left to right, looking for an executable filename that
matches the command name given.
“C:\Windows\System32” is generally present in the beginning of %PATH% variable, causing the Windows convert utility to launch, which fails with “Invalid Parameter” error as expected.
Try specifying the full path of the ImageMagick’s convert.exe like so:
"C:\Program Files\ImageMagick\convert.exe" -density 96x96 "path_and_filename.pdf" "path_and_filename.png"