curl: (60) Peer's Certificate issuer is not recognized

I am trying to install the .net Core SDK 2.0.0 on Centos 7 following the directions in ".NET Tutorial - Hello World in 5 minutes".

When I ran the first command

sudo rpm --import https://packages.microsoft.com/keys/microsoft.asc

I got this error:

curl: (60) Peer's Certificate issuer is not recognized.More details here: http://curl.haxx.se/docs/sslcerts.htmlcurl performs SSL certificate verification by default, using a "bundle" of Certificate Authority (CA) public keys (CA certs). If the default bundle file isn't adequate, you can specify an alternate file using the --cacert option.If this HTTPS server uses a certificate signed by a CA represented in the bundle, the certificate verification probably failed due to a problem with the certificate (it might be expired, or the name might not match the domain name in the URL).If you'd like to turn off curl's verification of the certificate, use the -k (or --insecure) option.error: https://packages.microsoft.com/keys/microsoft.asc: import read failed(2)

I am behind a corporate proxy, and it seems this error is related to SSL certificate and curl, but I don't know how to fix it.

Also, I get a similar error when I use curl or wget to download the HTTPS URL.