Annemarie doesn’t want to answer the question because she doesn’t want to face the question. Other way she wants to save those Jews but she is afraid with those soldiers.
In Annemarie and Uncle Henrik‘s dialogue, Annemarie think she is not brave because when she face those soldiers, she was frightened. But in my mind, Annemarie was really brave, if I was Annemarie, I will be really afraid. Because I know how horrible were those soldiers and I know what the end if soldiers catch me. But Annemarie does not. She doesn’t know every things, she just know the soldiers will be bad for Ellen, she need to save her.
I think when the story goes on, Annemarie will be braver. Because she is saving Ellen, she must know what Nazi is, what soldiers will do to Ellen and other Jews. She won’t always avoid the subject of bravery. She will be braver, because she has the mind: “Save Ellen, Save Jews”