# How does this statement about the price of a prepaid forward on a stock follow?

I am self-studying for an actuarial exam on financial economics. This statement in the following problem/solution seems to imply that the prepaid forward price on a stock is the same as the prepaid forward price on a futures contract for the stock, or $F_{0, T}^P(S) = F_{0, T}^P(\text{Future}(S))$. (Not sure if this is correct notation).

So why does the second statement underlined in red follow from the first statement? (2) If you want to buy a stock and not have to pay for it until a future delivery date T, then you enter into a "forward" or (in the United States) a "futures contract" which specifies a price F, with $F=S e^{(r-d)T}$. No money is due when you enter into this contract.
(3) There is also an odd thing called a "prepaid forward" which is not much used except to get around tax and other regulations, in which you pay now the sum P in order to get the the stock later. This is priced at $P=F e^{-(r-d)T}$. Perhaps not surprisingly we have $P=S$ since you have to pay now, just like when buying the stock outright.