I've tried questions like this (super basic but can quickly filter out people who know nothing), but sometimes the candidate seems insulted! I try to quickly move on to a harder question.
If you start with "I'm sorry if you find this question offensie, but recently we had a wave of candidates who had problems with basic things so we need to start from the beginning" and the candidate still feels offended, well, they're being offended too easily which might cause problems in the future.
I think people can still find it off-putting that after all the evidence they provided you to get to that point, you're challenging them to prove they aren't complete frauds. Like you could has spent 30 seconds googling them and verify they are legit, but it seems you didn't even bother to read their resume. Not saying it's the case, but rather that not everyone is aware of how good the frauds can be at presenting themselves and bullshitting through interviews.
I don't think the problem is offending the ones who know how to do things. It's making them think they're applying for a worthwhile job.
I remember thinking what you're writing about there, that there's a lot of people to be filtered out, and that good candidates wouldn't be offended.
So we had this simple two-part quiz question for people, starting with "what is the expectation of a dice roll?". Amazingly a lot of people can't figure this out.
But also a lot of people know the answer immediately and will wonder WTF you are asking such a simple question for. I remember this one lady who interviewed with my firm, the look on her face when she realized we weren't asking anything complicated. You could just tell she thought we were a bunch of amateurs, and she'd better be on her way to see some other proper hedge funds.