He teases me about liking another guy?

There's a guy we know (he's a bit dull) who has just broken up with his girlfriend. A friend of mine, jerking around, said I could get laid with him to make him feel better, and now the guy that I like (we're in the same group of friends) never stops teasing me.
I repeatedly say no, that I don't like him, that he's stupid and rude, and that my heart is already taken, but this dude just keeps teasing. I tried to ask him why he does this, because I don't like that guy at all and the whole teasing stuff makes me upset, but his answer was that it's funny teasing me.
He teases me about liking another guy?
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