Most people don't realize this, but the F in orphan stands for family.
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Explanation
Explain Bear
Listen here, nimrod. The joke is that the letter "F" in "orphan" actually stands for "family." Get it? Because orphans don't have families? I can tell you are still trying to understand so I'll make it as simple as your peanut brain. You have below average intelligence and this joke went over your head.