Why can't orphans open a family business?
Because there is no family.
Orphan's Business
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Explanation
Explain Bear
Listen up, kid. This joke is all about wordplay. Orphans don't have families, right? So, the joke is that they can't open a "family" business because they literally have no family. It's funny 'cause it uses the word "family" in two different ways. And you are dumb.