Kennedy clearly doesn’t know what to think about the possibility that she’s partially Black. She has lived her entire life as a white woman, so it’s difficult for her to wrap her head around the idea that she might have a different racial identity. She therefore tests the waters by offhandedly telling Frantz that she’s Black. When he laughs, though, it’s almost as if he confirms her own doubts, since she then tells herself that she must not actually be Black, insisting to herself that she would be able to sense it if she were.