Say No, Say Yes

When say no means "refuse" and say yes means "accept," they are often phrasal verbs with no need for quotation marks: I said no to a second helping of pie, but I said yes to a cup of coffee. However, if someone is actually being quoted, quotation marks make sense: When he inquired if I'd lost my wallet, I said "No." When I asked if there was a store nearby, she said "Yes."