This a joke and in no way a comeback or insult. It was told to my class by a dude at school.

One time, at this mental school, the doctor wanted to test his new patients to see if they really were stupid.
He drew a door on the whiteboard and told everyone, "Whoever opens this door can go home."
So all the idiots in the class tried opening the door. They even fought over it!
But there was this one guy that was sitting calm at his desk.
The doctor was amazed, so he went and asked the guy, "Why didn't you go and open the door?"
The guy replied saying, "Those guys," he pointed to the guys trying to open the door, "are idiots. They don't know that I'm holding the key."