I think "That's an interesting assumption," should be avoided on this board, because it's a conversation ender.
I was raised Jewish, although I'm now an atheist. If someone unimportant to me, upon learning this, said, "Wow, you must be really good with money," I might choose this as a reply. Because honestly, that's stereotyping and ignorance, but I may not want to expend the time and energy to combat stereotyping and ignorance at the moment. I really don't care what this person thinks of me, and while I'd prefer no one in the world express such anti-Semitism, I'm not going to change my plans to be this person's source of truth and enlightenment. I say my phrase; I walk away.
But on this board, we are supposed to be a community. Maybe we don't all like each other, but we ought to treat each other with respect. If someone unknowingly makes a similar statement, I am going to speak up. Not in an accusatory "How dare you say that?!?" fashion, but in a kindly, educational "Perhaps you don't know that that statement is a stereotype, and that Jews find it offensive," fashion. We've brought that up before with terms like "witch," "to gyp," and "to joo" (which the user did not understand was a misspelling of "to jew," but which they immediately recognized was offensive when spelled properly).
"That's an interesting assumption," says that the person I'm saying it to isn't worth my time to try to correct them. I would hope that I never feel that way about anyone on this board.