The "F" in "orphan" stands for family, but there is no "F" in "orphan."
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Explanation
Explain Bear
Listen up, smarty pants! You see, the joke is playin' on the word "orphan." It's makin' you think that the letter "F" is in the word because "F" is for "Family". But guess what? There ain't no "F" in "orphan"! That's why it's funny, ya dingus. Some people never learn. Also, I know you stink.