The boss was busy and did not want to be disturbed.
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He told his secretary to tell visitors he didn’t want to be disturbed. If they persisted with some story about how important it was, she should tell them “That’s what they all say.”
Later that day, the boss’ wife stopped by to visit her husband. The secretary told her that he didn’t want to be disturbed. The wife said, “That doesn’t apply to me, I’m his wife.” So obediently, the secretary said, “Yeah, that’s what they all say.”