Actor Bill Murray stuns Trump's top economic advisor with bizarre question on news show

posed an unusual question to National Economic Council Director Kevin Hassett during an appearance on CNBC's "Squawk Box" Monday morning.

The "Ghostbusters" and "Groundhog Day" actor was on CNBC to promote his new six-part travel and golf docuseries "A Course Called Ireland," which premiered last week. Later in the program, Murray was invited by "Squawk Box" host Joe Kernen to ask Hassett a question.

"I would regret it if I didnt take this opportunity," Murray said. "Could you just say the words, My dog just died? I want to see what happens to your smile."

While continuing to smile, Hassett asked, "Oh, well, is it your dog or my dog?"

"Your dog," Murray answered.

"OK. My dog just died," Hassett said before giving a more neutral facial expression.

"We were gonna have someone go take your blood. Were gonna call them off. Not gonna happen," Murray remarked.

reached out to the White House and Murray's representative for comment but did not immediately receive a response.

After the exchange, Kernen asked Hassett if he had a favorite Bill Murray movie. Hassett answered that "Groundhog Day" was a "fantastic" film and "one of the top five movies ever made."

Murray joked that other political figures likely agree with him, recalling an exchange he had with former U.S. Attorney General about her time at the Department of Justice.

"She said, 'Bill, the first thing I do to everyone at Justice [Department] is I show them that movie and I say this is what your job is going to be. 'Groundhog Day,'" Murray recalled.

Hassett agreed with the sentiment, likening the idea of waking up on the same day to polling ahead of .

"It seems like every election, everybody's angry at each other. Everybody thinks this side is going to win. That side's going to win. And when it comes to Election Day, it feels like it could go either way," Hassett said.