Oh my, this is difficult.
a.) You say no (they wouldn’t be asking unless they were fat) so they know you’re lying to them and get mad at you for lying.
b.) You say they’re not slim, but they’re not fat. They’re offended.
c.) You say yes and you die.
So, I think the only good response to this question is to try and not answer it at all costs. Or get caught not answering it, just pretend to ignore them, and if that’s not possible go with answer a. because their’s always the change they think they’re skinny.