Reference request: cohomology of Eilenberg Maclane spaces with $p$-local groups In Rudyak's 'On Thom Spectra, Orientability, and Cobordism', the following fact is used: 

Let $\mathbb{Z}_{(p)}$ be $\mathbb{Z}$ localized at the ideal $(p)$. Let $\pi,\tau$ be two cyclic $\mathbb{Z}_{(p)}$-modules, that is, $\pi,\tau=\mathbb{Z}/p^m$ or $\mathbb{Z}_{(p)}$. Then the stable cohomology groups of the Eilenberg Maclane spaces $\varinjlim H^{i+N}(K(\pi,N);\tau)$ have exponent $p$, i.e. $px=0$ for every element $x$, for $i>0$.

Rudyak says this fact is well-known and references Cartan's Seminaire in 1959. But I have skimmed through the articles in both Seminaire 1958-1959 and Seminaire 1959-1960, yet have not found this fact proved anywhere. Now it is perfectly possible that I have simply overlooked a proposition, since I can barely read French, but I would like to ask if anyone can provide a more specific reference that proves the above fact?
Alternatively, it would be appreciated if anyone can provide a sketch of a proof. Since Rudyak references Cartan Seminaire, it is likely that a proof using Serre's spectral sequence, which is heavily used in the Seminaire, can be constructed. Serre's mod $\mathcal{C}$ theory does not apply here since the groups with exponent $p$ do not form a Serre class. I believe a proof for the case $\pi=\mathbb{Z}/p$ would require a close inspection on how the order of the group dies down. And I don't have any idea how to start with $\pi=\mathbb{Z}_{(p)}$.
Any help is appreciated!
 A: Here is a sketch proof.  
Step 1:  For sensible spaces or spectra (connected, finite type) $X$, $H^*(X;\tau) $ will have exponent $p$ for all the coefficient groups $\tau$ you list exactly when the image of the Bockstein $\beta: H^*(X;\mathbb Z/p) \rightarrow H^{*+1}(X;\mathbb Z/p)$ equals the kernel of $\beta$.  This can be proved by fooling around with the various coefficient sequences defining the Bockstein. Bill Browder developed this idea into the `Bockstein spectral sequence', which he made good use of.
Step 2: So now we need to look at $H^*(H\pi;\mathbb Z/p)$, viewed graded vector space with the Bockstein action, and we want to show that this module is `$\beta$--acylic'.  The Kunneth theorem applies, and we can reduce to the cases when $\pi = \mathbb Z$ or $\pi=\mathbb Z/p^m$.   
Now we use the calculations of Serre, et. al.  First of all, $H^*(H\mathbb Z/p;\mathbb Z/p) = A$, the mod $p$ Steenrod algebra.  When written with Serre's admissible basis, one can see that $A$ is $\beta$--acyclic.  (In fact, $A$ is forced by general Hopf algebra theory to be free as a module over the exterior algebra on $\beta$.)
Then $H^*(H\mathbb Z;\mathbb Z/p) = A/A\beta$, which one checks is also $\beta$--acyclic ($\beta$ acts on the left).  Finally, if $m>1$, then $H^*(H\mathbb Z/p^m;\mathbb Z/p) = A/A\beta \oplus \Sigma A/A\beta$, and so is also $\beta$--acyclic.
So this is what Rudyak meant.
The canonical mod 2 reference is  Serre, Jean-Pierre Groupes d'homotopie et classes de groupes abéliens. (French) Ann. of Math. (2) 58, (1953). 258–294.  Odd primes would have been later, but not by much.
A little bit more added later $\dots$
The cofibration sequence $H\mathbb Z \rightarrow H\mathbb Z \rightarrow H\mathbb Z/p$ induces a short exact sequence  $0 \rightarrow \Sigma H^*(H\mathbb Z; \mathbb Z/p) \rightarrow A \rightarrow H^*(H\mathbb Z; \mathbb Z/p) \rightarrow 0$. It is not hard to see that the short exact sequence $0 \rightarrow im \beta \rightarrow A \rightarrow coker \beta \rightarrow 0$ maps to this (with the identity in the middle slot).  The fact that $A$ is $\beta$--acyclic ($im \beta = ker \beta$) implies that $im \beta$ and $coker \beta$ are the `same size', as graded vector spaces (up to a suspension). This forces the map between the short exact sequences to be an isomorphism, and so one has  $H^*(H\mathbb Z; \mathbb Z/p) = coker \beta = A/A\beta$.  
