I think you should never engage with scammers because when you do, you've just confirmed two pieces of information for the scammers - [they've] called a working phone number and you'll answer the phone.
The best approach is to simply hang up rather than attempt to be the voice of reason - or irritation - which could result in you giving out sensitive information about yourself.
Remember that identity theft isn't just about getting money out of you one time or stealing a tax refund check, it's an entire industry.
A database of your information is slowly being pieced together by malicious actors, stored, repackaged and sold from one scammer to the next.
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