This is what I would do...
This is what would kill me.
Final Jeopardy Clue: One of two world capitals that end in the letter Z: one is in South America and the other in Europe.
I immediately said Zagreb and started running South American capitals through my mind ... and then noticed. Ends in Z. Ends.
Well, La Paz. (And Vaduz, Liechtenstein, which I didn't remember before Alex said it, but you only needed one.)
But if I was on the show, would I notice that? I fear not.