Pool inflatables float because the air inside makes them less dense than water. Similarly, rocks and other weightier substances sink since they are more dense than water. Most people think of a balloon as something that floats or flies, but it's really just an empty rubber bag. When you breathe into it, it flies away, but if you put something denser into it, like rocks or sand, it will actually sink. If you put sand and air into a balloon, you will get a balloon that looks inflated but is actually heavy enough to sink in water.
Place the narrow end of the funnel into the mouth of the empty balloon.
Pour sand into the balloon until it is approximately one-quarter of the way filled with sand.
Use the balloon pump to blow up the balloon to your desired size.
Tie the mouth of the balloon closed quickly as you can to prevent air from escaping.
Put the balloon in the pool.
Tips
If sand is not available, you can fill the balloons with pebbles, coins or any small thing that sinks.
Warnings
Blow up the sand-balloons with a pump and not your mouth to avoid getting sand in your mouth.