SQL Server 2016

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DECLARE @hanghoa AS TABLE(
   MA_HANG VARCHAR(20),
   SL int,
   DON_GIA int,
   MA_PHU_KIEN VARCHAR(20)
   
);

INSERT INTO @hanghoa
VALUES
('A', 1, 5000, 'D'),
('A', 1, 5000, 'E'),
('A', 1, 5000, 'F'),
('B', 2, 5000, 'G'),
('B', 2, 5000, 'H')

--for mssql 2016 and above
SELECT NewStyle = (SELECT MA_HANG, SL, DON_GIA, ListPhuKien = (SELECT sub.MA_PHU_KIEN FROM @hanghoa sub WHERE sub.MA_HANG = master.MA_HANG FOR JSON AUTO) 
FROM @hanghoa master
GROUP BY MA_HANG, SL, DON_GIA
FOR JSON AUTO)

--for mssql 2014 and bellow
SELECT OldStyle = '[' + STUFF((
SELECT ',{"MA_HANG":"' + MA_HANG 
      + '","SL":' + CAST(SL AS VARCHAR(20))
      + ',"DON_GIA":' + CAST(DON_GIA AS VARCHAR(20))
      + ',"ListPhuKien":[' + STUFF(
         (
             SELECT ',{"MA_PHU_KIEN":"' 
             + CAST(sub.MA_PHU_KIEN AS VARCHAR(30)) 
             + '"}'
             FROM @hanghoa sub
             WHERE sub.MA_HANG = master.MA_HANG
             FOR XML PATH('')
          ), 1, 1, '') + ']}'
FROM @hanghoa master
GROUP BY MA_HANG, SL, DON_GIA
FOR XML PATH('')
          ), 1, 1, '') + ']'

NewStyle
[{"MA_HANG":"A","SL":1,"DON_GIA":5000,"ListPhuKien":[{"MA_PHU_KIEN":"D"},{"MA_PHU_KIEN":"E"},{"MA_PHU_KIEN":"F"}]},{"MA_HANG":"B","SL":2,"DON_GIA":5000,"ListPhuKien":[{"MA_PHU_KIEN":"G"},{"MA_PHU_KIEN":"H"}]}]

OldStyle
[{"MA_HANG":"A","SL":1,"DON_GIA":5000,"ListPhuKien":[{"MA_PHU_KIEN":"D"},{"MA_PHU_KIEN":"E"},{"MA_PHU_KIEN":"F"}]},{"MA_HANG":"B","SL":2,"DON_GIA":5000,"ListPhuKien":[{"MA_PHU_KIEN":"G"},{"MA_PHU_KIEN":"H"}]}]