B-U-L-L!!! He was probably fed THAT line by his contact, after telling him or her that he wouldn't spy on Denmark. And although he may actually believe it, as an informed journalist he's got no excuse for not questioning its truth. LOL! Either that, or he did spy on Denmark too, via his "friend" in the Danish military intelligence, but wants it to appear that it would have been out of the question because of the Mossad's "principle" of not compromising Jews in relation to their countries of origin.
Peru forces rescue 54 adults and children held captive by Shining Path (AP)
from the article: Respected Danish journalist admits 'I was a Mossad agent'