Coverity reports memory leak in contrail-common/http_curl.cc

I have run Coverity on branch R5.0 and it reported the following
memory leak in contrail-common/http_curl.cc:

- leaked_storage: Variable conn going out of scope leaks the storage
it points to in http_curl.cc:new_conn()
Indeed, conn should be freed if the following condition is matched:
if ( !conn->easy ) {

Change-Id: Idf4985d7806897c0f8eb7e725e19259a4adfa809
Closes-Bug: #1770601
Signed-off-by: Anda Nicolae <anicolae@lenovo.com>

http/client/http_curl.cc

@@ -389,6 +389,7 @@ ConnInfo *new_conn(HttpConnection *connection, GlobalInfo *g,
   conn->easy = curl_easy_init();
 
   if ( !conn->easy ) {
+    free(conn);
     return NULL;
   }
   conn->global = g;