Michael brushes Lee's hair back again and then starts running his fingers through it, trying to help her feel better. She asks him questions like this sometimes. Some are easier for him to answer than others, though he's learned a bit about what it is she really needs to know.
“I dunno,” he says. “I've never seen or heard one.”
Normally he'd talk about what-ifs and fantasize a bit and mention other people he's met who have said they've talked to ghosts, but that's no good for this. He'd be lying if he said no, because he doesn't know that for sure, but he can tell Lee exactly what he's experienced (whatever his experience is worth).