Need help with Inv.Management / CAPM etc theory

[sunnypoker]

so i can't seem to find the reason in my text book, and god knows what i must type as keywords to find out the solution

so basically it's a question regarding Beta's and covariances and standard deviations (sd) etc...

there's portfolio A, portfolio B, and then there's the Market M.

so i know that

Beta(A) = sd(A,M) / sd(M)^2
Beta(B) = sd(B,M) / sd(M)^2

and i know that

Correlation P(A,M) = sd(A,M)/[sd(A)*sd(M) etc etc

now how the heck do i get from that to.... this formula:

sd(A,B) = Beta(A)*sd(M)*Beta(B)*sd(M) ???

someone please explain if they could! please!