Downloading files from SSL/HTTPS sites via proxy is broken

Description: Ubuntu 12.04 LTS
Release: 12.04

wget:
  Installed: 1.13.4-2ubuntu1
  Candidate: 1.13.4-2ubuntu1
  Version table:
 *** 1.13.4-2ubuntu1 0

When setting the parameter https_proxy, wget fails with the following error:

Proxy tunneling failed: Bad RequestUnable to establish SSL connection.

Here is and example:

WITHOUT PROXY:

root@server:~# wget -O test https://www.google.com/
--2012-05-03 16:49:33-- https://www.google.com/
Resolving www.google.com (www.google.com)... 74.125.226.82, 74.125.226.83, 74.125.226.84, ...
Connecting to www.google.com (www.google.com)|74.125.226.82|:443... connected.
HTTP request sent, awaiting response... 302 Found
Location: https://www.google.ca/ [following]
--2012-05-03 16:49:33-- https://www.google.ca/
Resolving www.google.ca (www.google.ca)... 74.125.226.87, 74.125.226.88, 74.125.226.95
Connecting to www.google.ca (www.google.ca)|74.125.226.87|:443... connected.
HTTP request sent, awaiting response... 200 OK
Length: unspecified [text/html]
Saving to: `test'

    [ <=> ] 12,137 --.-K/s in 0.009s

2012-05-03 16:49:33 (1.36 MB/s) - `test' saved [12137]

WITH PROXY:

root@server:~# export https_proxy=http://192.168.1.5:80/
root@server:~# wget -O test https://www.google.com/
--2012-05-03 16:49:47-- https://www.google.com/
Connecting to 192.168.1.5:80... connected.
Proxy tunneling failed: Bad RequestUnable to establish SSL connection.