Update your PowerShellGet module version first, as you are likely using an older version.
Install-Module PowerShellGet -Force
Once updated, restart PowerShell and try again. Also, use 2.0.6-preview6 as that's the latest available version of the ExchangeOnlineManagement module.
Install-Module -Name ExchangeOnlineManagement -RequiredVersion "2.0.6-preview6" -AllowPrerelease