The Day I was a Millionaire

Several years ago, I contacted my insurance company and asked to close out a policy that had a cash value of $381. However, when the check came it was made out to me in the amount of over $1 million! Of course, this was a mistake but when I phoned the insurance company, they refused to admit they had made a mistake. Their records said the check was written for $ 381. I even offered to send them a copy of the check but insisted they hadn't made a mistake. 

Just for the fun of it, I took the check to my bank and said I wanted to deposit the check. The teller laughed and said I was joking. With a straight face. I told her to look again at the check; it was an official check from a bonafide insurance company. She called for the bank manager and the manager told me I could not cash the check but would have to deposit it and wait a certain number of days to withdraw funds. I finally confessed that the insurance company had made the mistake and I would be sending the check back.

Some of my friends said I should have deposited it in an interest bearing account and wait for the insurance company to realize their mistake. I could send back the amount of the check; minus the interest it had accrued. But would that be ethical? 

What would you have done? Anyway, I was technically a "millionaire" for a couple of days!