In finding the covariance matrix of a linear regression model I don't understand this step: $$ E[(b-\beta)(b-\beta)']=E[(X'X)^{-1}X'\epsilon\epsilon'X(X'X)^{-1}] $$ where we've been given that $$ b=(X'X)^{-1}X'y $$ and $$ y=Xb+\epsilon $$
Could someone give me the steps between?