The Case of the Alley Murder

Dr.Haledjian was in Inspector Winters' office waiting for the next case to solve when Inspector Winters came in with Daniel Jay. "He's charged with murdering Frank Buzz," snapped the Inspector.

"It's a mistake," cried Daniel Jay.

"So then what were you doing in an alley with a gun and a dead man?" asked the Inspector.

"It wasn't my gun , and I'll tell you the truth. I was walking past the theater when I saw two men run past me. The second man was carrying a gun. So I followed them. They turned into an alley and the second man fired six shots at the other. The first man dropped dead to the ground. The murderer was about to walk away when he caught a glimpse of me. Knowing there was no escape, he threw his Colt 45 at me and ran to the fire exit door of the theater. There he pushed open the door and went inside. I was still holding the gun when a cop came running up the alley," finished Daniel Jay.

"I tell you I'm innocent."

"Give me a break", said Dr.Haledjian. "This story is impossible."

What was wrong with Daniel Jay's story?