Anyone familiar with the wit of Loyd will guess the answer immediately. Since 1.b8=Q Bxg2 2.Bf2 is frustrated by 2...Bf1! and 1.bxa8=Q is stalemate, and 1.bxa8=R Kxg2 2.Rf8 is met by 2...Bxa7, there is only one way to do it: 1.bxa8=N! Kxg2 2.Nb6! - the only method of preventing the bishop from capturing on a7. Now whatever Black plays on his second move, White will mate with 3.a8=Q.
The only flaw in this splendid composition is that White can promote to queen or bishop on the final move.