I'm not a fan of the sport, the closest I have come to playing was a gym elective at a northern New England college. We played the entire semester indoors as there was snow into May. But I like the joke.
Golfer 1: (Rumble of thunder overhead) "If lightning comes, we should duck under that tall tree over there"
Golfer 2: "No, no, no. Tall trees are prone to lightning strikes, that's dangerous."
Golfer 1: "OK then, what's your idea?"
Golfer 2: "We each pull out our 1 irons and hold them over our heads."
Golfer 1: "You are kidding, right?"
Golfer 2: "No, no. I've been doing it for forty years, never been hit. My father and grandfather did likewise before me, none of us has ever been it by lightning. You see, not even the Good Lord can hit a 1 iron."