**Proof.**
If $\mathfrak p \in \text{Ass}(M)$ there exists an element $m \in M$ whose annihilator is $\mathfrak p$. As localization is exact (Proposition 10.9.12) we see that the annihilator of $m/1$ in $M_{\mathfrak p}$ is $\mathfrak pR_{\mathfrak p}$ hence (1) holds. Assume $\mathfrak pR_{\mathfrak p} \in \text{Ass}(M_{\mathfrak p})$ and $\mathfrak p = (f_1, \ldots , f_ n)$. Let $m/g$ be an element of $M_{\mathfrak p}$ whose annihilator is $\mathfrak pR_{\mathfrak p}$. This implies that the annihilator of $m$ is contained in $\mathfrak p$. As $f_ i m/g = 0$ in $M_{\mathfrak p}$ we see there exists a $g_ i \in R$, $g_ i \not\in \mathfrak p$ such that $g_ i f_ i m = 0$ in $M$. Combined we see the annihilator of $g_1\ldots g_ nm$ is $\mathfrak p$. Hence $\mathfrak p \in \text{Ass}(M)$.
$\square$

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