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Golden Egg 3

The 3rd Golden Egg is located in Level 2-2. To get it, you have to destroy the beach-ball:

The easiest way to hit the beach-ball is to launch a Blue Bird almost horizontally, so it just misses the tip of the pyramid. Then just as the bird passes the tip, split it up into three smaller birds:

Golden Egg 3 lets you play Golden-Egg Level 3.