“I think the Republicans are very concerned that I [may] run as an independent,” Mr. Trump said. His support is highest among the conservative wing of the party, not least because he is among the so-called “birthers” who doubt that President Obama in fact was born in the U.S. “It’s a very important issue,” Mr. Trump said of demanding that President Obama show his birth certificate, which has separately been reviewed by the media and deemed legitimate. “I’m not ashamed of having raised that issue.”

“I am very conservative,” said Mr. Trump. “The concern is if I don’t win [the GOP primary] will I run as an independent, and I think the answer is probably yes.” Mr. Trump said he thought he “could possibly win as an independent,” adding, “I’m not doing it for any other reason. I like winning.”