I'ts just a scammer trying to record your voice, so they can take your money. Don't answer them just hang up.

How can they take my money by recording my voice?

How's your hearing? 'cause see, blowing a whistle "long and hard into the phone" will only damage your hearing, not the caller's. Modern phone systems do not allow transmission of sounds at harmful levels.

You should have typed in all caps so that he could hear you, as I suspect he can't hear anything right about now.

Lot's of these scammers will record your voice and have you say certain words that would allow them to bypass some securities. A few months back there were people being scammed by these kind of callers just by saying "yes". After saying yes they would hangup and mess with you financially.