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This joke tickles our funny bone with a classic case of wordplay, specifically a pun. The humor hinges on the double meaning of the word "problems." In the world of academics, a math book is literally filled with "problems" in the sense of mathematical exercises and equations designed for students to solve.
However, the joke cleverly twists this meaning to imply emotional "problems," like worries or difficulties that might make someone feel sad. Anyone who has grappled with a particularly challenging algebra equation or a tricky geometry proof can probably relate to the feeling of being overwhelmed by too many math "problems" in their textbook.
So, the laugh comes from personifying the inanimate math book and applying a human emotion (sadness) based on a common, yet entirely different, understanding of the word "problems." It's a lighthearted jab at the often-dreaded subject of mathematics, making us smile at the simple, relatable truth behind the linguistic trick.