When I get the occasional call from someone I don't know and they say 'Can I speak to Mr.Xyz'? I always ask 'Who's calling?. Just very occasionally it may be someone I wish to speak to.
There seems to be a trend these days not to announce yourself when making a phone call, even from legitimate Businesses, which I assume stems from the use of mobiles in that they tend flag up anyone on your contact list.
No I assume not as they can just cut the audio of you saying "yes" from the rest of the statement. Something like "I can" would be much better as it would remove any chance of them using it against you. Better yet just hang up if they ask that question and search the number on google - that way you can identify whether it is a legitimate company or not.