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We know that in general a projection operator from an n-dimesion vector space V onto an s-dimensional subspace S with basis ${|\alpha_0\rangle ,\ldots, |\alpha_{s-1}\rangle}$ is defined as $P_s = \sum_{i=1}^{s-1} |\alpha_i\rangle\langle\alpha_i|$. From this, we can see that the matrix representation of the projection operator must be a symmetric matrix. Furthermore, we can see that the coefficient of each element must be real for all bases in S (due to the fact that all bases can be written as a linear combination of the standard bases), and 0 for all standard bases in V that are not in S. Thus, all of the elements in the matrix form of P are real and their own complex conjugate. Because P is a symmetric matrix, it is its own transpose. Combining these two facts, we see that P must be its own adjoint.
I can't readily "see" the inferences in the above reasoning, so I'm going to work out what the matrix of a projection operator looks like.
Consider a basis vector $\ket{\alpha_i}$ of $S$, expressed in the standard basis as
$\ket{\alpha_i} = a_0\ket{0} + a_1\ket{1} + \dots + a_n\ket{n}$
To simplify the presentation, instead of the "full" $P_s$, let's consider the matrix of each individual outer product $A = \ket{\alpha_i} \bra{\alpha_i}$. An element of $A$ has the form
$A_{jk} = a_j\overline{a_k}$
An element of its conjugate transpose $A^{\dagger}$
$A^{\dagger}_{jk} = \overline{A_{kj}} = \overline{a_k\overline{a_j}} = \overline{a_k} a_j = a_j \overline{a_k} = A_{jk}$
Thus, $A$ is its own conjugate transpose and $P_s$, which is a sum of all $A$s, is also its own conjugate transpose.
Note that this does not mean that the matrix of $P_s$ or any of the $A$s is symmetric and real. Only the diagonal elements of $A$s and $P_s$ are necessarily real because $a_i\overline{a_k}$ is real if $i = k$.