You open up 1 jpeg in photoshop. Then create a new action.
Start the action recording. Save As a PDF, close the jpeg, stop recording.
Now, you go into File > Automate > Batch. Select the new action you just created.
Choose your source folder and choose a destination folder.
Hit OK.
That should do it. I tried it, it works.
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Subtlety is my middle name... and first and last in case you didn't get the point.
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