Whizlabs generated DigiCert CA certificate in Azure Key Vault. 
What type of Certificate of Authority did WhizLabsselect on "Create a certificate" plane?

Answer options:

A.Self-Signed certificate
B.X509 Certificate
C.Certificate issued by an integrated CA
D.Import certificate
E.Certificate issued by an non-integrated CA

Correct Answers: C 
Azure Key Vault partners with two Certificate Authorities: DigiCert and GlobalSign. As a result of this, Azure Key vault can generate and renew certificates from these two partner organizations. 
If you want to generate DigiCert or GlobalSign Certificates from the "Create a certificate" plane,you need to choose the "Certificate issued by an integrated CA" option. 

And then select the Certificate of Authority (CA) option and input information required for the issuance of the certificate. 

You can also get to the above screen directly from the your Key Vault plane 

All other Options are incorrect. 
For more information about certificate creation using Azure Key Vault service, please visit the below URLs: 

https://docs.microsoft.com/en-us/azure/key-vault/certificates/how-to-integrate-certificate-authority
https://docs.microsoft.com/en-us/azure/key-vault/certificates/create-certificate
https://docs.microsoft.com/en-us/azure/key-vault/certificates/overview-renew-certificate