Generally, if a woman asks you this, it is supposed to trigger male penis insecurities to see how you handle it.

So, even if you are not insecure about your penis size, you’re quite obviously insecure in how to answer the question. For a woman that cares about this, you failed already, no matter what you answer.

Of course, if you manage to obscure your insecurity, your failure might be hidden. Such is the way of dating, in general.