How did the orphan go to school?
Not by his parents.
Orphan's School Trip
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Explanation
Explain Bear
Listen up, numbskull! The joke is about an orphan, see? Orphans don't have parents, so they obviously can't go to school *by* their parents. It's wordplay, get it? You probably still don't. You should have studied more in school, but I guess you went there by yourself.