This paper describes our contribution to SemEval 2023 Task 8: Brainteaser. We compared multiple zero-shot approaches using GPT-4, the state of the art model with Mistral-7B, a much smaller open-source LLM. While GPT-4 remains a clear winner in all the zero-shot approaches, we show that finetuning Mistral-7B can achieve comparable, even though marginally lower results.