mysqldump password issue

[befortin]

I have to backup a database. It doesn't work :
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# mysqldump --user root --password="My-Password" zabbix > /tmp/dump.test
mysqldump: Got error: 1045: Access denied for user 'root'@'localhost' (using password: YES) when trying to connect
=============================

BUT I can use mysqldump this way :
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# mysqldump --user root -p zabbix /tmp/dump.test
// I enter My-Password here, as mysqldump asks me for the password

So mysqldump works, but I have to enter the password manually. The problem is that I want to put this command in a script!

I have already tried the following commands :

mysqldump --user root --password=my-password zabbix > /tmp/dump.test
mysqldump --user root --password='my-password' zabbix > /tmp/dump.test
mysqldump --user root --password="my-password" zabbix > /tmp/dump.test
mysqldump --user root -pmypassword zabbix > /tmp/dump.test

- I get the same error with each of these commands...

Anything else I should try? What I'm I doing wrong??