What story does the Duke tell Huck in response?

Do you mean in response to betraying Jim? When he sees Huck, the Duke gets extremely nasty and is afraid Huck will warn the townspeople. Next, he lies to Huck and tells him Jim was sold to a farm several days away and threatens Huck in order to keep him silent. Huck promises not to say a word, and hopes he will never have to deal with men such as the Duke and King ever again.