This is how the conversation went:
Dad:"Its time to wake-up buddy."
Bear: sitting up in his bed "Dad, Where is the baby?"
Dad: "Uh, in Mommies tummy"
Bear: Running out into the kitchen where Mom is "Mommy where is your baby?"
Mom: "Still in my tummy"
Bear: disappointed and confused "oh"
I think he must have had a dream that we had the baby. Very cute! If only I had a picture of his face. LOL!