This week has been no laughing matter for Mayor Bill de Blasio. Already feeling the heat from a federal probe into the NYPD, de Blasio is also dealing with questions surrounding a joke he made in a skit with Hillary Clinton over the weekend. Zack Fink filed the following report.

Mayor Bill de Blasio is having a rough week. The mayor is having his fundraising probed by the United States attorney as he continues to feel the reverberations of a scandal involving the NYPD which involves payments for favors. A sixth officer has now been demoted.

After saying on Monday that he would no longer discuss the federal investigation, the mayor had this to say during a press conference Wednesday:

"To this hour, we still have not heard from any federal agency. There has been no outreach of any kind. And given that fact, I authorized yesterday a lawyer representing my 2013 campaign to reach out to the U.S. Attorney's office," de Blasio said.

But it's hardly just investigations that are taking up the mayor's valuable bandwidth. De Blasio continues to face questions about a joke on Saturday night during the annual Inner Circle dinner, which skewers the city's politicians and the press who cover them.

de Blasio: Sorry, Hillary, I was running on CP time.
Leslie Odom Jr., actor, "Hamilton": That's not, I don't like jokes like that, Bill.
Clinton: Cautious politician time.

The racist remark means "Colored people time," but de Blasio said it was just a joke.

Everyone involved saw it for what it was in the context of a satire," he said.

The mayor even took some heat from the Rev. Al Sharpton, who made light of the incident during the National Action Network's 25th anniversary on Wednesday.

"You got the mayor joking the other night. I mean, I've got to teach you all how to be mainstream in New York. You all got to leave all these jokes alone," Sharpton said.

The mayor made his remark while standing alongside Democratic presidential candidate Hillary Clinton, who distanced herself from the comment Tuesday. NY1 asked the mayor if he has been a drag on her campaign ahead of next week's primary, since he was also late to endorse Clinton.

"I'm very, very happy to support her campaign in every way," de Blasio said.

As he was leaving the question-and-answer session with reporters, de Blasio sarcastically joked that he was glad the press focused on the "important issues of the day."