I think she would try her best to hide her initial shock. Then she would calm down and profess to Voldemort that this claim is just some mistake and that of course she is a full-blood.
That would be a Bellatrix thing to do, Heck she killed her own cousin and neice why not one of her parents. Not that I blame her on this one though there are some days me and my parents would 爱情 to kill eachother, figuratively speaking.