Note: This works with any race or ethnic background, but I will tell it as I first heard it.
There are three men on a boat. A Macedonian, a Bulgarian, and an Albanian. Mr. Satan shows up and tells them that he will kill them if they can't throw something he can't find into the ocean. The Albanian throws in a grain of rice. Satan jumps in the water and comes back with the rice after a few hours. He kills the Albanian. The Bulgarian throws a grain of sand into the ocean. After a few days, Satan retrieves it and kills the Bulgarian. Satan looks expectantly at the Macedonian, who then proceeds to throw an Alka-Seltzer into the ocean.
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