Explanation: The command can be run in the Azure Cloud Shell. Although this question says you select PowerShell rather than Bash, the Az commands will work in PowerShell. The Azure Cloud Shell is a free interactive shell. It has common Azure tools preinstalled and configured to use with your account. To open the Cloud Shell, just select Try it from the upper right corner of a code block. You can also launch Cloud Shell in a separate browser tab by going to https://shell.azure.com/bash. Reference: https://docs.microsoft.com/en-us/azure/virtual-machines/linux/quick-create-cli