On a magical island, there lived 3 men: the poor knight, the rich knight, and a wanna-be knight. Then, there is this random supposedly-beautiful princess who wanted to marry the poor knight for some reason (don't ask me). Now, consider these 3 facts:
The poor knight only tells the truth
The rich knight only tells the truth
The wanna-be knight only tells lies
And now here is the problem: She has no way of telling the differences between the 3 knights. What should poor knight say in order to prove that he is the poor knight?
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Solution: "I am not the rich knight."
The wannabe couldn't have said this as he would be telling the truth. The rich knight couldn't have said this as he would be telling a lie. Only the poor knight could have said this.
As for the other choices, once we evaluate them, it is clear that at least one of the others could have said that too (e.g. "I am the poor knight"), or no one could have said it at all, including the poor knight (e.g. "I am the wannabe knight).