Well, actually, it’s a hair-dyed donkey, but “surprisingly close”:http://www.slate.com/id/2222991/.

bq. Yet Marah, with its broken-down bumper cars and a pit filled with sadly deflated balls, had its own not-quite-right feel—particularly the zebra. Standing near the back of its cage, facing away from the spectators, the animal kept its head tucked down. “It’s really a painted donkey,” admitted Mahmud Berghat, the director of Marah, when asked about the creature. Making a fake zebra isn’t easy—henna didn’t work and wood paint was deemed inhumane, so they finally settled on human hair dye. “We cut its hair short and then painted the stripes,” Berghat explained behind the closed door of his office.

Thanks to Sherri Roush for the link.