What should you use to connect to an Azure virtual machine by using Azure Bastion?

To connect to an Azure virtual machine using Azure Bastion, the Azure portal is the appropriate choice. Azure Bastion is a fully managed service that provides secure and seamless RDP and SSH connectivity to your Azure virtual machines directly from the Azure portal. This service allows you to access your virtual machines without the need for a public IP address or a VPN, enhancing security by reducing the attack surface.

When using Azure Bastion, the connection is established over HTTPS through the Azure portal, which helps to encrypt the remote session and keep it secure. This mechanism is particularly advantageous as it eliminates the need to expose your virtual machines to the internet while still allowing administrators and users to perform necessary tasks on the virtual machines.

The other options would not be appropriate for connecting via Azure Bastion. While PowerShell remoting, Remote Desktop Connection client, and SSH clients are commonly used for direct connections to virtual machines, they do not utilize the Azure Bastion service, which is designed specifically for enhanced security and simplified access directly through the Azure portal.