Does SqlCommand.Dispose close the connection?

Can I use this approach efficiently?

using(SqlCommand cmd = new SqlCommand("GetSomething", new SqlConnection(Config.ConnectionString))
{
    cmd.Connection.Open();
    // set up parameters and CommandType to StoredProcedure etc. etc.
    cmd.ExecuteNonQuery();
}

My concern is : Will the Dispose method of the SqlCommand (which is called when exiting the using block) close the underlying SqlConnection object or not?