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How can I chain a certificate in PFX format?
A detailed procedure is described in the attached PDF.
The certificate chain is essentially a certificate path from signed certificate to intermediate to CA root certificate to indicate that the certificate is trusted.
In some environments, Java and other applications may have difficulty validating the certificate chaining path if only the signed cert is provided.
Chaining a certificate makes it easier for Java and other applications in some environments to validate the certificate validity path. A chained certificate has all of the certificate in the certificate path chain in one file.