What does Sir Percy do to confirm the common assumption that he is stupid?

Percy Blakeney appears to us first as the maligned husband of Lady Blakeney -- one of the richest, most fashionable men in England, but also a reputed dunce. He is built like a truck, apparently, with big shoulders and muscles, but this only adds to his reputation as a stupid stooge. He seems clueless about what is going on but is quite the opposite in reality.

He answers the questions with stupid or obvious answers, and acts like he doesn't know what other people are talking about. In the chapter he's introduced, the young Vicomte implied a challenge by saying "My sword!"

Sir Percy knows what the Vicomte is talking about, but he smoothly (and stupidly) deflects by answering, "Whatever could I want with your sword?" This forces the Vicomte to admit that he wanted to challenge Percy to a duel.

Once again, he acts stupid by laughing a lot and making frivolous comments. His inane laugh even has Marguerite fooled. He's a master of disguise, and no mistake.