Mystery of the Unbroken Egg

We have a mystery at our house.  On Wednesday morning, I woke up Aleah to go to school.  When she rolled over, I saw an egg in her bed.  There was a brown, raw egg sitting unbroken next to her in bed. This sounds like a crime for Encyclopedia Brown!

How did an egg get in her bed?  We discussed the possibilities at breakfast:

1. Aleah slept-walk down stairs, picked up an egg from the counter or fridge and brought it back to bed with her.  Then she rolled over and didn't smash it.
2. Emily suggests that I had an egg in my pocket and it fell out when I read stories.  This is possible, since sometimes when I get the eggs I put them in my pockets, but I did not get eggs that day.  So I would have had to have had the egg in my pocket for two or three days and then deposited it in her bed.  Or the egg would have been in her bed for two or three days.  We read stories every night sitting on Aleah's bed and I can't see how a raw egg could be unbroken with three children and I sitting on the bed.  Especially because Kate and Colleen are wiggly worms.  
3. Another member of our family, in their sleep, got an egg and put it in her bed. This rules out Kate since she still can't get out of her crib without help.  Emily says she can, but I have not seen it ever.  
4. Someone did it on purpose, as a joke. No one fessed up to this, and we aren't very funny.
5. A chicken came in the house through an open door, went upstairs, climbed in bed with Aleah, under the covers, and laid an egg.  At night. Then went outside again before anyone saw it.  The one piece of evidence that supports this convoluted theory is that Kate left the chicken coop hatch open and two chickens were wandering the yard the next day, and there were chicken footprints on the steps.  The cat can push the door open, security at our house is a little lax, and that night I did wake up around 11 and push the door closed.  But that means that sometime between 10:30 and 11:00, a chicken came into the house, went upstairs, did the deed, and then departed.  Chickens lay eggs during the day usually too.  
6. Someone else came in our house and put an egg in her bed - creepy.  

Who can solve the mystery of the egg in Aleah's bed?  Duh Dah Nah!!