I would like to point out a few things because was se this video was taken at where I work. No, I am not kidding.

1) That is a sheep not a goat. Why does everyone get them mixed up?
2) That is a Jacob's Sheep. These sheep are rear but were used for their wool by the native people of the southwest U.S.
3) That is a girl. All the sheep in that yeard are female. Yes, it has horns but so do female cows.
4) If you think that sheep is smart you should see goats.