Address user reported coverity issues.
diff --git a/programs/pkey/dh_genprime.c b/programs/pkey/dh_genprime.c
index d30c73b..072fe13 100644
--- a/programs/pkey/dh_genprime.c
+++ b/programs/pkey/dh_genprime.c
@@ -172,6 +172,7 @@
         ( ret = mbedtls_mpi_write_file( "G = ", &G, 16, fout ) != 0 ) )
     {
         mbedtls_printf( " failed\n  ! mbedtls_mpi_write_file returned %d\n\n", ret );
+        fclose( fout );
         goto exit;
     }