Thanks to MGorgon for pointing me to the right direction..
It seems that what I wanted is a PKCS12 file and was not aware of.
So I did this:
openssl x509 -inform DER -in ./c_d -outform PEM -out ./c_p
openssl pkcs8 -inform DER -in /k_d -outform PEM -passin pass:WXYZ -out ./k_u_p
openssl pkcs12 -export -inkey ./k_u_p -in ./c_p -passout pass:WXYZ -out ./c
openssl pkcs12 -passin pass:WXYZ -passout pass:WXYZ -in ./c -out ./c12
Hope this is correct.