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In this paper, we address the physical-layer security issue of a secondary user (SU) in a spectrum-sharing cognitive radio network (CRN) from an information-theoretic perspective. Specially, we consider a secure multiple-input single-output (MISO) cognitive radio channel, where a multi-antenna SU transmitter (SU-Tx) sends confidential information to a legitimate SU receiver (SU-Rx) in the presence of an eavesdropper and on the licensed band of a primary user (PU). The secrecy capacity of the channel is characterized, which is a quasiconvex optimization problem of finding the capacity-achieving transmit covariance matrix under the joint transmit power and interference power constraints. Two numerical approaches are proposed to derive the optimal transmit covariance matrix. The first approach recasts the original quasiconvex problem into a single convex semidefinite program (SDP) by exploring its inherent convexity; while the second one explores the relationship between the secure CRN and the conventional CRN and transforms the original problem into a sequence of optimization problems associated with the conventional CRN, which helps to prove that beamforming is the optimal strategy for the secure MISO CR channel. In addition, to reduce the computational complexity, three suboptimal schemes are presented, namely, scaled secret beamforming (SSB), projected secret beamforming (PSB) and projected cognitive beamforming (PCB). Lastly, computer simulation results show that the three suboptimal schemes can approach the secrecy capacity well under certain conditions.