they may as well ask you to think of a number 0-9 and guess that. On the other hand, if you want to play along, you're not obligated to tell them the truth about anything at all. My name is Luigi, the last digit of my ss # is the letter D, I'm from Antartica. They'd probably leave you alone.

On a side note they didn't ask for the last 4 digits of your ss#, according to your post, so I have no idea why everyone is saying oh yeah they could do a lot with that, as they didnt ask for it.