Sql Command Object Help

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ADO.NET

Hi,
I read somewhere that if we try to change the Connection property of SqlCommand Object when connection to the database already exists, it throws a Invalid Operation Exception. I wrote a small code to test this

SqlCommand cmd = new SqlCommand("Select * from Authors",con); //connection is defined
con.Open();  // connection is opened
                cmd.Connection=con1; // another valid connection object

but it is not throwing any exception.
Please help me what was wrong in my understanding and in which case the Invalid Operation Exception is thrown by SqlCommand object.

Thanks in advance