How to build a certificates chain of trust in Windows using `openssl`?

Windows
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Certificates chain of trust

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  1. Issue a root certificate
  2. Make the root certificate trusted by Windows
  3. Create a certificate signing request (CSR) for your subject
  4. Issue the leaf (end-entity) certificate for the given CSR using the root certificate.
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My previous manual: How do I install a self-signed certificate to localhost?