Can't seem to export a p12 file

I've been over this more than 10 times now, but I still can't seem to get the .p12 file I need to publish my app.

On the developer platform from Apple, I already have a development certificate. I'd download that and have it in my finder:

Image 1

I'd double click to open it and this would open my keychain access to show me the certificate:

Image 2

I noticed that I can't collapse the certificate to find the private key. Also did I notice that my certificate is located in the Certificates folder and not in the My Certificates folder.

So whenever I rightclick the certificate and try to export it, I'll only get the option to export a .cer, .pem or .p7b file.

What am I doing wrong here and how can I get my .p12 file?

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