Are you using word2vec for these, or embeddings from another model?
I also wanted to add some flavor since it looks like many folks in this thread haven't seen something like this - it's been known since 2013 that we can do this (but it's great to remind folks especially with all the "modern" interest in NLP).
It's also known (in some circles!) that a lot of these vector arithmetic things need some tricks to really shine. For example, excluding the words already present in the query[1]. Others in this thread seem surprised at some of the biases present - there's also a long history of work on that [2,3].
[1] https://blog.esciencecenter.nl/king-man-woman-king-9a7fd2935...