Now following this step-by-step guide to Setup Pre-requirements for Office 365.
Go to Microsoft Graph >> Application Permissions and add the permissions as per your requirement as shown in Step 8.
After adding permissions from Microsoft Graph, now go to "APIs my organization uses" tab and search "Office 365 Exchange Online" and click on it. Then, click on Application Permissions and add the permissions as per your requirement as shown in Step 8.
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