During a talk, I heard the expression "this is a tall question".
May someone explain what does it mean?
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See the third definition of tall (adjective) on Merriam-Webster:
large or formidable in amount, extent, or degree
A tall question, then, is one that is difficult to address, often because the answer requires context or is multi-faceted in the mind of the answerer. See the following excerpt from Only Henrietta by Lela Horn Richards (emphasis mine):
"Do you go to Harvard?"
"I surely do."
"How splendid! What are you going to be?"
A roguish smile met Henrietta's eyes.
"Well, now, that's a tall question. There are three things I'd like to train for, but my old man — the governor, you know, isn't crazy about any of them."
A tall question may also have a simple, straightforward answer, though the answer imposes mental weight on the answerer due to conflict or ambivalence.
One of the uses of tall is
used to describe an organization with many levels of jobs between top management and the workers at the bottom.
Similarly, a tall order is one with many items in the list. Consequently, when held up it makes a tall piece of paper.
By extension of meaning, a tall question is one requiring many levels or parts to its answer.