Let $f \in L^2(\langle M\rangle)$ and $g \in L^2(\langle N \rangle)$, where $M$ and $N$ are two martingales. So we have the well defined stochastic integrals,defining the processes $I_M(f)_t = \int_0^t f(s)dM_s$ and $I_N(g)_t\int_0^tg(s)dN_s$. How can I show that
$$ \langle I_M(f), I_N(g) \rangle_t = \int_0^tf(s)g(s) d\langle M, N \rangle_s $$ ?