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EDIT: Keep in mind, not all files can be executed once their permissions have been changed. Some files are not necessarily programs - it could just be a plain text file, in which case even if you make it executable, you won't be able to run it.
This sounds more like a $PATH issue than permission denied. Post the output of echo $PATH. It would also be interesting to see ls /usr/bin/auth*. Is it possible you are running a restricted shell?
I think though, from the "No such file or directory" error, that /usr/bin/authkey were typed at the prompt rather than just authkey. If authkey were typed at the prompt and /usr/bin were not in $PATH or authkey is not in /usr/bin, then the error returned by bash would be "Command not found."
So either the command was typed incorrectly, the file is not executable, or the shell is somehow restricted. I think that authkey probably isn't in /usr/bin.
will tell if authkey is executable from $PATH. If it isn't then find / -name authkey -print as root to see where it is on the system.
The which command will search the $PATH to find out which file (if any) will qualify as a command.
Enter: which authkey.
The command will tell you if a qualifying file exists. If not, there is a $PATH issue. If so, there's an execute-permission issue.
Also note (as an aside): if the file you wish to run is in your current directory, Linux/Unix normally does not include that directory in your path. You must prefix it with ".'" to run it. ("." is a reference to "the current directory.") This is done so that you must explicitly (and therefore, presumably, knowingly and intentionally) request to run any program that is "right here," lest someone slip a program into a directory in hope that you will accidentally run it instead of the command you intended to use.