I did answer and first thing is the question "Can you hear me? " They want you to reply YES while they are RECORDING your "yes" answer. Then they can use that recorded YES on voice-recognition sites where your voice is saying yes to authorize something.
DO NOT EVER answer "yes" to a stranger on the phone.
I replied " I know all about what your'e up to" and hung up. It's so very easy to automatically answer such a simple question. But it is strange that that would be the very first thing said by a caller. Best practice is not to answer in the first place