[Event Hubs Client] Fix README Links (#11334)

The focus of these changes is to fix a set of broken links in the README
documentation pertaining to identity samples.

sdk/eventhub/Azure.Messaging.EventHubs/README.md

@@ -30,7 +30,7 @@ To quickly create the needed Event Hubs resources in Azure and to receive a conn
 
 [![](http://azuredeploy.net/deploybutton.png)](https://portal.azure.com/#create/Microsoft.Template/uri/https%3A%2F%2Fraw.githubusercontent.com%2FAzure%2Fazure-sdk-for-net%2Fmaster%2Fsdk%2Feventhub%2FAzure.Messaging.EventHubs%2Fassets%2Fsamples-azure-deploy.json)
 
-If you'd like to run samples that use [Azure.Identity](https://github.com/Azure/azure-sdk-for-net/tree/master/sdk/identity/Azure.Identity), you'll also need a service principal with the correct roles. To make configuration for the identity samples easier, a [PowerShell script](https://github.com/Azure/azure-sdk-for-net/blob/master/sdk/eventhub/Azure.Messaging.EventHubs/assets/identity-tests-azure-setup.ps1) script is available. Please see the [Contributing Guide](https://github.com/Azure/azure-sdk-for-net/blob/master/sdk/eventhub/Azure.Messaging.EventHubs/CONTRIBUTING.md#Azure-Identity-Samples) for more details about the script.
+If you'd like to run samples that use [Azure.Identity](https://github.com/Azure/azure-sdk-for-net/tree/master/sdk/identity/Azure.Identity), you'll also need a service principal with the correct roles. To make configuration for the identity samples easier, a [PowerShell script](https://github.com/Azure/azure-sdk-for-net/blob/master/sdk/eventhub/Azure.Messaging.EventHubs/assets/identity-samples-azure-setup.ps1) script is available. Please see the [Contributing Guide](https://github.com/Azure/azure-sdk-for-net/blob/master/sdk/eventhub/Azure.Messaging.EventHubs/CONTRIBUTING.md#Azure-Identity-Samples) for more details about the script.
 
 ### Install the package
 

sdk/eventhub/Azure.Messaging.EventHubs/samples/README.md

@@ -29,7 +29,7 @@ To quickly create the needed Event Hubs resources in Azure and to receive a conn
 
 [![](http://azuredeploy.net/deploybutton.png)](https://portal.azure.com/#create/Microsoft.Template/uri/https%3A%2F%2Fraw.githubusercontent.com%2FAzure%2Fazure-sdk-for-net%2Fmaster%2Fsdk%2Feventhub%2FAzure.Messaging.EventHubs%2Fassets%2Fsamples-azure-deploy.json)
 
-If you'd like to run samples that use [Azure.Identity](https://github.com/Azure/azure-sdk-for-net/tree/master/sdk/identity/Azure.Identity), you'll also need a service principal with the correct roles. To make configuration for the identity samples easier, a [PowerShell script](https://github.com/Azure/azure-sdk-for-net/blob/master/sdk/eventhub/Azure.Messaging.EventHubs/assets/identity-tests-azure-setup.ps1) script is available. Please see the [Contributing Guide](https://github.com/Azure/azure-sdk-for-net/blob/master/sdk/eventhub/Azure.Messaging.EventHubs/CONTRIBUTING.md#Azure-Identity-Samples) for more details about the script.
+If you'd like to run samples that use [Azure.Identity](https://github.com/Azure/azure-sdk-for-net/tree/master/sdk/identity/Azure.Identity), you'll also need a service principal with the correct roles. To make configuration for the identity samples easier, a [PowerShell script](https://github.com/Azure/azure-sdk-for-net/blob/master/sdk/eventhub/Azure.Messaging.EventHubs/assets/identity-samples-azure-setup.ps1) script is available. Please see the [Contributing Guide](https://github.com/Azure/azure-sdk-for-net/blob/master/sdk/eventhub/Azure.Messaging.EventHubs/CONTRIBUTING.md#Azure-Identity-Samples) for more details about the script.
 
 ## Available samples