An Irish joke

Scene: New York City, man is going to jump off the building. Up rushes good
Irish cop. Cop yells up to the man “Don’t jump! Think of your father”

Man replies “Haven’t got a father; I’m going to jump.”

The cop goes through a list of relatives, mother, brothers, sister, etc.
Each time man says “haven’t got one; going to jump.”

Desperate, the cop yells up “Don’t jump! Think of the Blessed Virgin”

Man replies “Who is that?”

Cop yells “Jump, Protestant! You’re blocking traffic!”