I agree with Cholly's choice, except that (importantly) this exchange takes place right at the start of the episode, when she was testing the soundproofing using the tape recorder, rather than during the murder scene. This establishes in the very first scene that Veronica is going to play along with whatever happens later on.
The finale of ETUDE IN BLACK between Lt., Benedict and his wife.
Especially, when the cornered killer asks" Can I have a word with you?....this is humiliating"