There once was a poor man who led his donkey every day across the border from one kingdom to another. The border guards suspected that he was smuggling something, so each day as the man passed the border they carefully searched the man and the donkey’s saddlebags, but they never did find anything.
After a while the man starts to wear more expensive clothing and buys a large house. The border guards redouble their efforts to inspect the man and his donkey closely because they now are certain the man is smuggling something. But in their daily searches of the man and the saddlebags they never come up with anything but straw.
After 30 years of this daily routine, one of the border guards retires. One day when the retired border guard is walking across the street, he runs into the man and says “Listen, I am no longer a border guard and I can no longer hurt you. I promise I will never tell anyone, but just for my peace of mind, please tell me what you have been smuggling all those years.” The man replies “Because I know that you can no longer arrest me, I will tell you. I was smuggling donkeys.”