"Ireland forever" joke

(This is an irish joke with a twist. Told to me by my father-in-law.)
There is this American tourist on a trip around Ireland.
When the tour arrives at Belfast he decides to go for a stroll with the aim of
taking in this new culture. After he's been walking for a while someone rushes
up behind him and sticks a gun in his back.
The person says to the tourist, "What are you, Catholic or Protestant?"
The American thinks to himself "Great-if I say I'm Catholic, this guy is sure
to be Protestant. If I say I'm Protestant, he's sure to be Catholic. Either way
I'm dead." Then he has a brain wave and says to the Guy, "actually I'm Jewish."
This, he thinks to himself, will surely keep him safe.
The guy behind him then replies "Gee, I must be the luckiest Arab in Ireland."