Azure cli -"bad handshake: error"

[sudheeshvelangaraparambil]

I am getting error while using azure cli.

Getting error while doing 'az login' in terminal window.
Error is:
Please ensure you have network connection. Error detail: HTTPSConnectionPool(host='login.microsoftonline.com', port=443): Max retries exceeded with url: /common/oauth2/token (Caused by SSLError(SSLError("bad handshake: Error([('SSL routines', 'tls_process_server_certificate', 'certificate verify failed')])")))

To Reproduce
Mac OS
Install azure-cli 2.0.75
Python 3.7.3
'az login'

Expected behavior
Login success.

Environment summary
Installed azure cli using brew.

Additional context
Add any other context about the problem here.

[yonzhan]

@jiasli add to S161.

[jiasli]

Please see the doc for using CLI behind a proxy. We have also improved the error message.