Database backup using stored proc

I want to create a stored procedure that will perform full backup of my database. I am getting the following error
Error 170: Line 4: Incorrect syntax near 'E:\Backups\mydb.bak'

Can anyone help?

CREATE PROCEDURE dbo.spBackupMyDB
AS
BACKUP DATABASE mydb
TO DISK 'E:\Backups\mydb.bak'
GO

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