I can’t find the exact quote, and I happen to be reading the third volume of a three volume biography of Churchill! The problem is that the quote is given several different ways, and Churchill may even have actually given it several ways. He would sometimes re-use his quotes, or reword them in his later literary accounts. Sometimes the quote is ‘you were given a choice’, or ‘he was given a choice’, or ‘they were given a choice’, etc.