Like with anything LLM. It doesn't "know" anything.

It simply compliess without knowing who you are talking about. And you uphold the illusion by not questioning it.

All it does is produce deterministic output based on it's training data.

Interesting question. I described what I liked about his character, so maybe it's just using that and is nodding along to the character's name. Maybe it has access to the script or some analysis of the character.

The screenplay script is on line:

https://www.scriptslug.com/script/margin-call-2011

It doesn't, it would placebo "Fake it 'til you make it" based on other context.