"Bird Question" joke

The Bird Question A blonde named Pam is appearing on “Who Wants To Be A Millionaire” with Regis Philbin. Regis: “Pam, you’re up to $500, 000 with one lifeline left: phone a friend.
If you get it right, the next question is worth one million dollars. If you get it wrong, you drop back to $32, 000. Are you ready? ” Pam: “Yes. ”
Regis: “Which of the following birds does not build its own nest?
Is it A) robin, B) sparrow, C) cuckoo, or D) thrush. ”
Pam: “I’d like to phone a friend. I’d like to call Carol. ”
Carol (also a blonde) answers the phone: “Hello? ”
Regis: “Hello Carol, it’s Regis Philbin from Who Wants to be a Millionaire. I have your friend Pam here who needs your help to answer the one million dollar question. The next voice you hear will be Pam’s…”
Pam: “Carol, which of the following birds does not build it’s own nest?
Is it A) robin, B) sparrow, C) cuckoo, or D) thrush. ” Carol: “Oh geez, Pam. That’s simple. It’s a cuckoo. ”
Pam: “Are you sure? ”
Carol: “I’m sure. ” Regis: “Pam, you heard Carol. Do you keep the $500, 000 or play for the million? ”
Pam: “I want to play; I’ll go with C) cuckoo. ”
Regis: ” Is that your final answer? ” Pam: “Yes. ” Regis: “Are you confident? ”
Pam: “Yes; I think Carol’s pretty smart. ”
Regis: “You said C) cuckoo… And you’re right! Congratulations, you have just won ONE MILLION DOLLARS! ” To celebrate, Pam flies Carol to New York. That night they go out on the town. As they’re sipping champagne, Pam looks at Carol and asks her, ” Tell me, how did you know that it was the cuckoo that does not build its own nest? ” “Pam, it was easy, ” replies her (blonde?) friend. “Everybody knows that cuckoos live in clocks. ”