Proof of markov property : "The future depends on the past through the present"

Question

I took recently my first class, but I don't quite understand how can I prove the equality.

Show that for every $i_0$, $i_1$, . . . , $i_{n−1}$, $i_n$, $j_1$, $j_2$ ∈ E and n ∈ $N_0$ the following below is valid.

P($X_{n+2}$ = $j_2$, $X_{n+1}$ = $j_1$ | $X_n = i$, $X_{n−1}$ = $i_{n−1}$, . . . , $X_0$ = $i_0$) = P($X_{n+2}$ = $j_2$, $X_{n+1}$ = $j_1$|$X_n = i$)

Thank you.