I had something like this too for a quant trading interview. It was one of those problems about flipping a coin, heads doubles your money and tails you lose everything, "how much would you pay to play the game?" If forget the nuance of the question but when I did the math on the whiteboard, the expected value was 1 i.e. the same amount one wagers. At that point I said, "Well, I guess I could pay for the entertainment value... how much do I owe you for this interview?"