Nagios nrpe and sudo: “NRPE: Unable to read output”

On CentOS 5 (and RedHat EL as well), you can encounter the following behaviour when configuring an nrpe plugin with sudo:

[andrea@feyd ~]$ /usr/lib/nagios/plugins/check_nrpe -H 1.2.3.4 -c check_md_raid
NRPE: Unable to read output

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