(CNN) – Former Republican presidential contender, Herman Cain, said Monday he's paying for an investigation into the source of sexual impropriety reports during his primary campaign that eventually pressured him from the race.
Cain gave up his presidential bid last December amid a flurry of allegations of past sexual impropriety, alleged to have taken place during his tenure as president of the National Restaurant Association. He was also confronted with news reports of a past extramarital relationship.
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Cain, who consistently denied any wrongdoing, told CNN's Wolf Blitzer that he is actively looking into the allegations with the help of investigators who he is financing.
"It was a well coordinated effort. All you have to do is look at publicly what happened. Three consecutive weeks, three different stories attacking my character and attacking me to create doubt in the minds of many of my supporters," said Cain. "That's what forces me to drop out of the campaign, because of the pain it caused my family by spinning these false accusations and lies over and over and over and over."
Appearing on CNN's "The Situation Room," in Tampa, Florida during the first official day of the Republican National Convention Cain said he did not yet know who was behind the stories.
"I don't want to say anything that might jeopardize what we might do in the future in terms of exposing what happened," Cain said of the investigation.
Cain, once a bitter rival of Romney, said he doesn't feel slighted that he was not asked to speak at the Republican National Convention, saying the convention wasn't about him but rather defining Mitt Romney as the Republican Party's candidate.
Romney is Cain's third endorsement this presidential season. He first rolled out an unconventional endorsement of "the people" after dropping out of the race. Cain then endorsed former Republican candidate Newt Gingrich in January. He finally gave his support to Romney in May after Gingrich also dropped out of the race.
Cain also said he has offered the Romney campaign advice about sharpening their message.
Cain said that he met with Romney when the presumptive GOP nominee and vice presidential candidate Paul Ryan campaigned in Wisconsin following the candidate's running mate announcement earlier this month. Cain said in their meeting he urged Romney to talk about energy independence-advice, he said, the campaign is taking.
"I said Governor, continue to talk about energy independence," said Cain. "He's talking energy independence. Last week we rolled out his five-point energy independence plan that's simple to understand and it makes sense."
Cain continued: "That's the type of sharpening of the message. He's got to do the same thing relative to the economic growth and jobs."
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