No, this joke isn’t the least bit offensive. Not at all sexist or racist:
Did you hear the one about the woman who is attacked on the street by a gorilla, beaten senseless, raped repeatedly and left to die? When she finally regains consciousness and tries to speak, her doctor leans over to hear her sigh contently and to feebly ask, ‘Where is that marvelous ape?’
What a great guy!