Not able to App Only Authentication with Power BI Embedding by using service principal

I am using app only authentication with power bi embedding and following below steps:
1. Registered an App in Azure Active Directory and capture an application ID, an application secret, and the service principal object ID.
2. Create a security group in Azure Active Directory (AAD).
3. In Power BI admin, enable service principal in the Developer settings and add the security group
4. Add the service principal as an admin to the workspace
But I am getting error "Operation returned an invalid status code 'Unauthorized'"