I have a good horse. What does this joke mean?

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It is said that Chicago is prone to floods early in the morning, making the streets muddy. In this case, the horse and car are stuck.

At that time, an old joke was popular: the thing was that a person was trapped in a muddy street. When asked if he needed help, he replied, "No, thanks. I have a good horse under my command. "

Later, Chicago city planners decided to build an underground drainage system to lower the water level of the Chicago River.