Let be a subgroup of the group , of index . Then is a normal subgroup of .
We must show that is closed under conjugation by elements of .
Since has index in , there are two left cosets: and for some specific . There are also two right cosets: and .
Now, since , it must be the case that ; so without loss of generality, .
Hence and so .
It remains to show that is closed under conjugation by every element of . But every element of is either in , or in ; so it is either or , for some .
This completes the proof.