CommandTimeout not working

Question

I am trying to change the timeout for a SqlCommand query, in a method that tests my connection for a given connection string. The code is similar to this:

using (SqlConnection connection = new SqlConnection(connectionString))
    {
      SqlCommand cmd = new SqlCommand("SELECT ...", connection);
      cmd.CommandTimeout = 10;
      connection.Open();
      SqlDataReader reader = cmd.ExecuteReader();
      ...
      connection.Close();
    }

I would like to have a short timeout here, since I just want to test if this connection string is okay. But, no matter what number I set on CommandTimeout (I tried 0, 1, 2, 4, 10, 30, 60, 120), my real time obtained for a dummy connection string is always about the same (total running time of about 15 seconds).

So, seems to me that the value I set on CommandTimeout is being ignored for some reason.

Any ideas why?