John Hull, determination of future prices

I am struggling with this:

Hull says that when an investment asset will provide income with a present value of I during the life of a forward contract, we have

F_0 = (S_0 - I) * e^ (rT)

where F_0 = forward or future prices today

S_0 = price of the asset underlying the forward or future contract today

r=zero coupon risk free rate of interest per annum expressed with continuous compounding , for an investment maturing at the delivery date(ie, T in years)

I really really do not get why? Is this F_0 nothing else than the face value of this bond? I am getting so puzzled. Maybe someone here has the Hull, so for those ones, the page is 105. I hope someone can come and help, I would so much appreciate it. Thanks.