“What walks on four legs in the morning, two legs midday, and three legs in the evening?” “A dog.” (Because it always walks on 4 legs, which means it also is walking on 2 and 3 legs)
This is a twist on the classic riddle of the sphinx. The actual correct answer is “man”/“mankind”.
Edit: Also, he could claim the answer is specifically “a dog” he will not accept any other 4 legged animal as an answer. If the players insist that, say, “a cat” or “a sphinx” are also valid answers for the exact same reasons, he could be really condescending and belittle them by insisting that they just don’t get it. He could insist that it’s understandable they don’t get it because “It’s a really tough one. A real thinker.”