The normal way of showing that you are repeating exactly what they said, is to say "quote-unquote" before or after.
"When I asked them for an opinion they said, quote-unquote, 'It is wrong'", or "…they said, 'It is wrong', quote-unquote".
If you made air quotes instead, I would be a little unsure what your attitude was, to the quoted phrase. I might assume that either you or they were saying "wrong" with a skeptical tone.
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