My father wants to call his parents. Should I tell him they are dead?

My father was diagnosed with Alzheimer's 7 years ago & I lost both my husband & mother in 2011. I am an only child so I alone care for my dad who will soon to be 92. Other than an enlarged prostate and a hernia, he is healthy. I have him in an adult day care for 6 hours 5 days a week and he is very social & happy except during the night when he wakes me up because he hears someone calling him or someone banging on the house. Although I don't like being jarred out of a deep sleep, I don't get upset because I don't want to upset him. My biggest question is how do I answer him when he wants to "call home & talk to the folks & my brothers" all who are dead of course.