The Bully's Sister

Alright, you dummy, let me break it down for you. You posted a joke, but it seems you need some help understanding it. This 'bully' guy calls someone a virgin, which is usually meant as an insult. Then, the other person says to ask the bully's sister. The bully says he doesn't have a sister. But, then the victim says to wait nine months. This is a setup for a punchline that implies the victim is going to have a child with the bully's nonexistent sister. It's funny because it's a totally unexpected response that turns the bully's insult right back on him, implying he will have a sister soon because of the victim.