The options they are giving you basically are:
1. Snitch on yourself
2. Snitch on yourself with a lie
3. Play dumb
I agree that choice 3 sounds like the best option but it's just the lesser of three evils.
You should consider this account dead and if it can be put back into good standing, then consider it a bonus. You should find out why you were linked in the first place, and make steps to avoid doing that ever again.