I don't get the joke

At 5:12,

Kellyanne Conway: Let me answer that globally. He's the president of the United States. He has information and intelligence that the rest of us do not.

Trevor Noah: You know what? Yeah, I'll agree with that. Trump has intelligence that I definitely do not.

The last line "Trump has intelligence that I definitely do not" seems like a joke. But I don't get the joke. Please someone tell me why it's funny?

Thanks.