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“Let us do it, David,” she said.

Despite Letterman’s often withering comments about his NBC rival Leno, he said they were friends before Leno was picked over Letterman to be “Tonight” show host. Letterman believes they are still friends.

“He is the funniest guy I’ve ever known,” Letterman said. “Just flat out, if you go to see him do his nightclub act, just the funniest, the smartest, a wonderful observationalist and very appealing as a comic. Therefore, the fact that he is also maybe the most insecure person I have ever known … I could never reconcile that.”

Letterman said some of the trash-talking between the two is simply the way comics often act toward one another.

Bruce Bobbins, a Leno spokesman, said Monday the NBC comic had no comment on Letterman’s interview.