stochastic calculus - Moment Generating Function: Pulling a term out of k-times differentiation

In Wiersema: Brownian Motion Calculus on p. 205 (in an Annex on Moment Generating Functions (mgf)) the following equation is being presented $${d^k over dtheta^k} left ({1over k!}theta^kmathbb{E}[X^k]right)={1over k!}theta^k{d^k over dtheta^k} mathbb{E}[X^k]$$ with $X$ being a random variable, $theta$ the mgf-dummy variable and $mathbb{E}$ the expectation operator (and $k$ for the $k$'th moment of $X$).

My question: Why is it possible to pull the term ${1over k!}theta^k$ out and in front of the $k$-times differentiation? Could anyone give me a hint or some intermediate steps? Or is this a typo? (Sorry if this is too elementary but I don't get it anyway - and I want to understand this!)