How could one begin by demonstrating this? I really can't think of a strategy to leave.
Let $G$ a finite group. Let $H_1$, $H_2$ subgroups of $G$ such that $H_1\subset H_2$ and $|H_2|/|H_1|$ is prime. Show that there is no subgroup stricly between $H_1$ and $H_2$.
Let $H$ be subgroup between subgroups $H_1$ and $H_2$.So, $H_1 \leq H \leq H_2$. Then, $[H_2:H][H:H_1]=[H_2:H_1]=|H_2|/|H_1|$ which is prime. So $[H_2:H]=1$ or $[H_1:H]=1$ So $H_2=H$ or $H_1=H$