Monkey and Cool Dog

We were discussing nicknames and K said she likes it when we call her monkey. J had to get in on the action and said his nickname is dog. I asked why dog? He said that since K is monkey he is dog. So B. started saying, "Hey, Dawg!" J. said, "No, I am cool dog." I asked why the name cool dog. He said, "Because I am cool and I want a dog."