Yes, Caroline has a horse. His name is Chestnut and the girls will put him to good use during their 90s-themed shindig.
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2 Broke Girls Season 1 Episode 5 Quotes

Caroline: What's the interest rate on your credit card?
Max: Dunno. My interest rate in this conversation is zero.

Caroline: Was your childhood based on the novel Push by Sapphire?
Max: I wish