"Blonde Moments!-3" joke

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 it's 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 friend. "Everybody knows that cuckoos live in clocks."