TITLE: The (n+1)-st cohomology of K(Z/p,n).
QUESTION [6 upvotes]: I was looking through my notes for a homotopy theory course and found the following mysterious statement (K is of course the Eilenberg-Maclane space): 
$$H^{n+1}(K(\mathbb Z_p,n);\mathbb Z_p) \cong \mathbb Z_p.$$
(This would be obvious if n+1 were replaced with n. This is supposed to imply that the natural transformations $H^n(X; \mathbb Z_p)\to H^{n+1}(X; \mathbb Z_p)$ are all multiples of the Bockstein homomorphism).
I'm at a loss trying to understand why. Spectral sequences haven't been covered yet, so there should be some simple reason. Also, is there a way to see the Bockstein in all this?
Thank you!

REPLY [12 votes]: Universal coefficient theorem + $H_{n+1}(K(Z_p,n);Z)=0$. An elementary way to see the latter is that the single $n+1$ cell added to $S^n$ to kill $p$ times the generator is not a cellular cycle.