A hunter shot holes into his favorite book.
When confronted, he said it was the "holey" Bible!
Holey Bible
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Explanation
Experiment
Explain Bear
Alright, listen up, buttercup. This ain't rocket science. The joke is that the hunter shot holes in the Bible, so it's "holey," like full of holes. But "holey" also sounds like "holy," which is how you describe the Bible. You probably think that a hunter uses a pen to write. Duh!