Consulta SQL com junção para obter matriz aninhada de objetos

SELECT U.UserID, U.Name, Roles.RoleID, Roles.RoleName  
FROM [dbo].[User] as U 
INNER JOIN [dbo].UserRole as UR ON UR.UserID=U.UserID 
INNER JOIN [dbo].RoleMaster as Roles ON Roles.RoleID=UR.RoleMasterID
FOR JSON AUTO

[
  {
    "UserID": 1,
    "Name": "XYZ",
    "Roles": [
      {
        "RoleID": 1,
        "RoleName": "Admin"
      }
    ]
  },
  {
    "UserID": 2,
    "Name": "PQR",
    "Roles": [
      {
        "RoleID": 1,
        "RoleName": "Admin"
      },
      {
        "RoleID": 2,
        "RoleName": "User"
      }
    ]
  },
  {
    "UserID": 3,
    "Name": "ABC",
    "Roles": [
      {
        "RoleID": 1,
        "RoleName": "Admin"
      }
    ]
  }
]