A group of Republican lawmakers is demanding a federal investigation into the U.S. consulting firm McKinsey over its work with the Chinese government and state-owned enterprises, even as the company reportedly is revamping its China business to reduce risks. A letter — signed by Rep. John Moolenaar of Michigan, Sen. Marco Rubio of Florida and Sen. Joni Ernst of Iowa — asks the Justice Department to investigate whether McKinsey’s $480 million contracts with the Defense Department comply with...