Marcel Broodthaers Interview with a Cat New York City, USA: Marian Goodman Gallery, 1995 12.5 x 14 cm. Audio CD with  page booklet containing full transcription 4:56 Recorded at the Musée d'Art Moderne, Département des Aigles; 12, Burgplatz, Düsseldorf; 1970, six years before the artist's death. The interview topics include visual and market trends in contemporary art.
I've seen this listed as an edition of 50, which seems unlikely, especially given that it is still available for $25 from the publisher, here.
The work can be heard in it's entirely, at Ubuweb, here.