What can you do when you are receiving a fake Microsoft Service phone call?

Is there anything you can ask the caller to confirm whether they are actually lying or real Microsoft employees?

I’ve had this guy from India call on the phone a few times. You can tell he’s a con-artist because at the start of the call you can hear this weird tone. He also doesn’t give his name when greeting himself either.

He claims he is calling back about an issue with my computer. An issue we never had, nor have we ever contacted Microsoft. He then proceeds to pressure us to perform a series of tasks on our computer (so he can gain access to it I would imagine). Of course I knew this and was only playing along for a short while to see what he’d ask me to do. I then burst his bubble by saying “sorry there is no windows button on my keyboard, I use an iMac”.

But yet every time I tell him I don’t believe he is from Microsoft and yet he keeps calling back.