Support for global input param x-ms-correlation-request-id ...

We have set of related az commands that needs to be run for completing the user scenario. We are looking to track all those requests as group for logging / debugging perspective using "x-ms-correlation-request-id". This header can be passed by clients. As this is a common header, supporting the capability at the cli level will help any extensions to pass the header if needed.
This can be achieved either of the following options

1) Support for common param --header
2) Support for commong param --correlationid

Let me know if you need more information.

Following is the ARM RPC definition

x-ms-correlation-request-id | Optional. Caller-specified value identifying a set of related operations that the request belongs to, in the form of a GUID. If the caller does not specify this header, ARM will randomly generate a unique GUID. Used for tracing the correlation Id of the request; the resource provider must log this so that end-to-end requests can be correlated across Azure. Because this header can be client-generated or re-used for multiple requests, it should not be assumed to be unique by the RP implementation.
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