That quote has been attributed most often to Winston Churchill, but this appears to be the origin:
In January 1937 the syndicated newspaper columnist O. O. McIntyre printed a version of the anecdote that he says was sent to him as a newspaper clipping. This tale featured a powerful Canadian-British media magnate and politician named Max Aitken who was also referred to as Lord Beaverbrook [MJLB]:
Someone sends me a clipping from Columnist Lyons with this honey:
“They are telling this of Lord Beaverbrook and a visiting Yankee actress. In a game of hypothetical questions, Beaverbrook asked the lady: ‘Would you live with a stranger if he paid you one million pounds?’ She said she would. ‘And if be paid you five pounds?’ The irate lady fumed: ‘Five pounds. What do you think I am?’ Beaverbrook replied: ‘We’ve already established that. Now we are trying to determine the degree.”
Note that this newspaper version does not use the blunt phrase “sleep with”. Instead, a more oblique expression, “live with”, is employed to conform to the conventions of the period.