Answer:
During their arraignment appearance
Step-by-step explanation:
Looking at each appearance of the defendant:
- During their arrest: The defendant is often better off exercising Fifth Amendment rights to remain silent during questioning and arrest. The defendant is not required to say anything at this stage.
- During their initial appearance: Unless this appearance is the defendant's arraignment appearance (it could be bail, etc.), then the defendant is not required to disclose information.
- During their arraignment appearance: The arraignment appearance is where a judge restates rights for the defendant and gives the defendant the opportunity to declare his/her innocence or guilt. This is often the defendant's first formal court appearance.
- During their Grand Jury appearance: This step of the trial occurs after the defendant declares innocence or guilt, so this is irrelevant to the question.