Here is code snippet. Even after passing the correct name and key values, still getting the invalid password exception.
JedisShardInfo shardInfo = new JedisShardInfo("<name>.redis.cache.windows.net", 6380, useSsl);
shardInfo.setPassword("<key>"); /* Use your access key. */
Jedis jedis = new Jedis(shardInfo);
jedis.set("foo", "bar");