Semigroup property for solution of fokker planck equation

Question

I have the following problem,

Given that $B_t$ is a Brownian motion starting at $x$, and $f$ is a continuous and bounded function. Define that,

$P_tf(x)=\mathbb{E}[f(B_t)]$.

For any $s,t>0$, I want to show the Chapman Kolgomorov rule, i.e.

$P_{s+t}f(x)=P_t(P_sf)(x)$.

Thanks in advance.