The correct answer is PFX. The Personal Information Exchange (PFX) format, also known as PKCS #12, is used to securely exchange public and private objects in a single file. PFX files are typically password-protected and include both the certificate and the private key, making them suitable for transferring sensitive information. The DER format is used for binary encoding of certificates but does not include private keys. The PEM format can include private keys but is encoded in Base64, which can be less secure for transferring sensitive information without additional encryption or password protection. The P7B format can contain a chain of certificates but does not include private keys, so it is not suitable for the scenario where the private key needs to be transferred.