Can't create Database Master Key with Azure Synapse Analytics (Azure DW) using my admin account created at the birth of the resource

Question

I am opening the query on the master system database.

I've tried:

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CREATE MASTER KEY ENCRYPTION by PASSWORD = 'fakepassword';
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and receive this error message:

Msg 15247, Level 16, State 1, Line 1
User does not have permission to perform this action.

Answer 1

You should switch from master to your DW and run the following:

CREATE MASTER KEY;

See the documentation here.