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Error “CredSSP” Error using rdp on Windows Server 2012 R2

Scenario

You are trying to connect via rdp to windows server 2012 r2 and you receive this error :

An authentication error has occurred.
The function is not supported.
Remote Computer: your hostname
This could be due to CredSSP encryption oracle remediation.

Solution

Download and install KB4103725 form Microsoft Update Catalog

After installing you need to restart the server.