A shrewd businessman was crossing a border with two donkeys and some luggage. The border guard stops him and checks the packs, but finds nothing in them. He lets him pass.
This cycle repeats itself, with the businessman crossing the border back and forth, and the border guard never finding anything. Many years later, both the businessman and guard are retired and by chance meet up at a coffee house.
The guard sees that the businessman is very rich, so he asks him "Please answer honestly. I know you were smuggling something, but I can't for the life of me figure out what. What was it?"
The businessman replies: "Donkeys!"
This is a story from one of the adventures of a Persian sage called Mulla Nasrudin. Nasrudin's stories are both wise and funny. If you enjoy this one, I can post more. I had a book about these stories and remember quite a few.
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