Maybe the cop answered it.
2 seconds sound clip from the Clue (1985) movie soundboard.
You can hear this line at 00:58:42.236 in the Blu-ray version of the movie.
Quote context
[...]
- All very well for you to say that now.
- Shut up!
- And who shall I say is calling? Would you hold on, please?
- I just said it so you would open the door.
- What's going on around here? And why would you lock me in?
- And why are you receiving phone calls from J. Edgar Hoover?
- That's right. The head of the Federal Bureau of Investigation.
[...]