40% of orange cats are female and 60% are male. Now, I think I'm remembering the "why" correctly; let me give it a shot...
It has to do with the gene for orange color which is on the X (female) chromosome. A male will be orange if the X chromosome from his mother is orange, while a female must have both chromasomes code for orange to be orange. If only one is orange, she will be a calico or tortie. This is also why calico males are rare; they have abnormal chromosomes (two X's). The genotype for male calicos is XXY and they are sterile because of it.
Cheers,
Dr. Jean