How can I close the malware pop ups in Safari? Chrome works fine.

Choose Force Quit from the Apple menu, close Safari, and then launch it with the Shift key held down. If the message reappears, temporarily disconnect the computer from the Internet.

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I would also do this:

First try

Remove unwanted adware that displays pop-up ads and graphics on your Mac

Next:

Adwaremedic: Removes all known adware from your Mac

If you can't download it since the malware is preventing it then see:

https://discussions.apple.com/docs/DOC-7792