Anchored by Jake Tapper, The Lead airs at 4 p.m. ET on CNN.
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(CNN) - Actor Will Ferrell had a lot of popular "Saturday Night Live" characters. But "Anchorman's" Ron Burgundy is the only one that has had a sequel.
Was there a favorite? One that Ferrell would be willing to portray in film?
"'The Cheerleaders' was a fun one to do. That kind of was the first time people started recognizing me," Ferrell said in an interview with CNN's "The Lead with Jake Tapper."
"But I loved, I loved playing President Bush. I loved Harry Caray. Loved Robert Goulet," said Ferrell. "I felt like I got to do all these things that were all equally fun. So it's hard to pick one."
Impersonating "Jeopardy" host Alex Trebek was "classic," said Ferrell.
At least one fan - CNN's Jake Tapper - would watch a film with Ferrell revising his role as the game show host, featuring Sean Connery yelling at Trebek.
"That would be a good buddy movie, right?" said Ferrell. "Them on the road, him being fastidious."
Click here for more of our interview with actor Will Ferrell.