[Well, she's glad that it's at least plausible, and that her and Annabeth might be on the right track.]

I've considered bringing it up with her, see how she reacts, or - doesn't. [Both can be informative] But I'm a little concerned about what might happen if I'm right.

[Her tone is light, a sort of wry joke, though she is also genuinely a little worried about the possibility of pissing off the Emperor.]