# covariant derivative vs. exterior derivative

I have the following question. Let $M$ be a Riemannian manifold with metric $g$ and $\nabla$ the Levi-Civita connection. Let furthermore $\alpha \in \Omega^{k}(M)$ be a $k$-form such that $\nabla \alpha = 0$. Why is then $d \alpha = 0$?

thanks, jan