Thor looks at Loki, befuddled, lips slightly parted while he tries to dig into the recesses of his memory for anything remotely resembling this tale. It sounds like something he'd do for the reasons he claimed to do it, but...

He knew some or part of it had to be a lie and he couldn't figure out which bits were true and which weren't, so he chose not to believe any of it. Still, there's one thing he's certain is a lie:

"For the record, I think you would fancy being stabbed by her."