This happened nearly 35 years ago, but it has stuck in my memory:

Vinnie was a fellow physics nerd whose attempts at humor were usually more annoying than funny.

One day Frank, another student, was moaning over an experiment that had gone wrong. He said, "Why does this always happen to me?"

Vinnie offered, "Maybe it's because you're so stupid."

Frank was used to Vinnie's style of humor, and knew it was pointless to get mad. So he said wearily, "Vinnie, that was a rhetorical question. It doesn't require an answer."

Vinnie replied, "Well, that was a rhetorical answer. It doesn't require a question."