How to prove in a line-by-line derivation that the covariance between two mean-variance efficient portfolios is equal to
$$w_A^\top\Sigma w_B$$
where $w_i$ is a unique portfolio weight vector, and $\Sigma$ is the covariance matrix of asset returns.
Is there a source that goes over this in detail for portfolios in general, not just the minimum-variance and max Sharpe portfolios?