All depends, she didn't accuse you of insobriety, she was investigating...
If she was cute, I would invite her to sit down, and casually explain that her "pick-up line" was a little crude...
If she was not attractive, in my best indignant voice state, "As I don't find you the least bit attractive, I can assure you (and everybody within ear-shot) that I am PERFECTLY sober!"