Not buying it and if it were true I would think there would be a copy of that floating around somewhere.
First thing that comes to mind is that he really didn't have a relationship with the Clintons that would lend itself to that kind of banter. In fact I don't think he had any type of relationship with them. If I recall correctly during one of his last interviews he asked a reporter if Hillary was thinking of running for one of the US Senate seats in New York. JFK Jr. may have been inquiring because he was contemplating making his own run at it.
Also there was the way that Jackie made sure that both he and Caroline were raised. She purposely kept them out of some of the more elitist private schools so they could retain their humanity. It just doesn't fit with what we knew of him publicly or otherwise.
Edit history
= new reply since forum marked as read