not have a clue
Have no idea or inkling about something, as in Jane doesn't have a clue as to why John won't call her, or Do you know what's wrong with the boiler?—No, I haven't a clue. This usage was first recorded in 1928.
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The American Heritage® Idioms Dictionary
Copyright © 2002, 2001, 1995 by Houghton Mifflin Harcourt Publishing Company. Published by Houghton Mifflin Harcourt Publishing Company.