"The Royal Outing" joke

Her Majesty, the Queen, and Her Royal Highness, Princess
Diana, were out for a drive in the country. Suddenly, upon a quiet
road, they were set upon and stopped by a highwayman. He forced
them out of the car at gunpoint, and demanded their jewels.
"Give me your tiara, Ma'am," demanded the robber.
"I'm sorry," replied the Queen. "I did not wear my tiara today."
"Well then, give me your ring, your highness!" demanded the robber.
"I'm sorry, but I didn't wear my ring today," replied the Princess.
Frustrated, the robber waved them away, and drove off with the
Bentley, getting at least something for his efforts. The Queen, Princess
and their chauffeur made it back to Windsor castle, where they related
their ordeal to the Queen Mother.
After the Queen Mother received an account of the robbery
she turned to Queen Elizabeth and asked, "I thought that you wore
your tiara today?"
"But I did. When I saw the robber pull us over, I hid the
tiara in my private place."
The Queen Mother turned towards Diana and said, "And you -
I thought you wore your ring today?"
"I did, but like Momsie, I hid the ring in my private place."
At this point the chauffeur interjected, "It's a shame, Ma'am,
that Princess Margaret wasn't wi' us. We could have saved the Bentley!"