This is from a short play called "Shot 2" from a larger production called "Too Much Light Makes the Baby Go Blind"

One character has been asking the other if she would rather be shot or (insert various ways of painful death here). After a while he pulls out a gun and points it at her head and says:
"Would you rather be shot or raped at gunpoint?"
She replies:
"Do I really have to answer that?"
Man with the gun:
"I dunno, you're the one with a gun to your head."