Hang up on them. Do not say anything to them, just hang up. It's a variation of the "Yes" scam. Do not utter a word!! Just hang up. It really doesn't seem worth it to add numbers to the blocked caller list. If we don't recognize the number, we simply connect and hang up on them.
It's a recording saying this is a call about my recent electric bill discount. Press one to receive discount and speak to assistant. Does not give you an option to be taken off the call list!