Someone sends me a clipping from Columnist Lyons with this honey: “They are telling this of Lord Beaverbrook and a visiting Yankee actress. In a game of hypothetical questions, Beaverbrook asked the lady: ‘Would you live with a stranger if he paid you one million pounds?’ She said she would. ‘And if be paid you five pounds?’ The irate lady fumed: ‘Five pounds. What do you think I am?’ Beaverbrook replied: ‘We’ve already established that. Now we are trying to determine the degree.'”

Max Aitken, Lord Beaverbrook (1879-1964) Anglo-Canadian business tycoon, publisher, politician, writer
“As O. O. McIntyre Sees It,” syndicated column (2 Jan 1937)

This anecdote has been attributed to a number of people, including Winston Churchill and George Bernard Shaw, usually in a bawdier form, e.g.:

SHAW: [To a woman seated by him at a dinner party.] Madam, if I gave you a million pounds, would you sleep with me?
WOMAN: I think I would.
SHAW: Would you do it for five?
WOMAN: Sir, what kind of woman do you think I am?
SHAW: I thought we had established that, and were merely haggling over the price.

The above, attributing the exchange to Lord Beaverbrook, is the earliest version found. See here and here for more discussion and research into its origins.