(FORTUNE Magazine) – You never hear of a business journalist becoming a morning talk show host. But then there's never been a business journalist like CNBC's Maria Bartiromo. We were secretly cheering Bartiromo when we heard that she wanted to become Regis' new sidekick on Live! With Regis & Kathie Lee. (Perhaps, like Kathie Lee, she'd get her own Christmastime TV extravaganza.) Bartiromo seemed game: "It would take a phenomenal position for me to consider leaving, and that's how I feel about the Kathie Lee spot," she told People. Within weeks the tabloids announced that she had changed her mind. What gives? Was something amiss with Bartiromo, the "Money Honey" whose Sophia Loren eyes have made her the Sharon Stone of business journalism?

Q: So, you're out of the Kathie Lee race?

A: Well, I don't know if I was ever in the Kathie Lee race.

Q: Really, what about the tryout?

A: Oh no, no, no. That wasn't a tryout. They just asked me to co-host. And that was it. It wasn't a tryout.

Q: Will you do it again?

A: Maybe. I had a great time. I had a lot of fun. Hold on one second [puts phone on hold]. Don?

Q: Dan.

A: Sorry. I had Don on the other line. So that was a whole misreporting that went on with that. It was kind of fun, but I don't have any interest in leaving. I love the markets and following business news. And I couldn't do that if I took that job.

Q: Did you get any sense of who might get the job? Let me run some names by you: Regis' wife, Joy; Joan Lunden; [CNBC anchor] Sue Herera; Leeza Gibbons; or Cybill Shepherd. Any of those sound right?

A: Not that I know of. I don't really have any knowledge.

Q: It seems as if every article on you has to mention who or what you look like: Sophia Loren, Sharon Stone, "honey." Which do you like the least?

A: I don't think much about any of them. I find it flattering; I try not to take myself too seriously. I've tried to realize that it's all in good fun.

Q: Sure, no one ever calls [your co-anchor] Ron Insana a honey.

A: Yeah, I guess.

Q: You've got some devoted fans. One Website had a poem about you that manages to rhyme "ongoing duty" with "business beauty." Why do you think you attract such weirdos?

A: I don't necessarily know if the guy's a weirdo. I haven't seen that poem. In television, I'm in their living room. They feel that they know me.

Q: Doesn't that creep you out?

A: No. The viewers of CNBC ... have a [loyal] relationship with the person who's speaking to them.

Q: Great, well, thanks.

A: Uh ... what's this story about?

Q: Oh, it's just a Q&A.