New York (CNN) A federal appeals court expressed skepticism Wednesday that President Donald Trump can block a subpoena from New York state prosecutors for his tax returns, in a case that all sides see heading to the Supreme Court for an election-year showdown.

Judges from a three-member panel of the 2nd US Circuit Court of Appeals in downtown Manhattan challenged Trump's private attorney on key elements of his argument, primarily that the President enjoys absolute immunity from all criminal investigations while in office.

Asked by federal Judge Denny Chin about the limits of presidential immunity, and "the Fifth Avenue example," Trump attorney William Consovoy argued that local authorities in New York City could not prosecute the sitting president even if he shot someone in the street.

The back-and-forth was an allusion to Trump's comment during the 2016 campaign that he "could stand in the middle of Fifth Avenue and shoot somebody and I wouldn't lose voters."

The controversial quote was first invoked by Carey Dunne, who argued on behalf of the Manhattan district attorney, who issued the subpoenas for Trump's tax returns. Dunne said, "You could imagine it would be necessary, or at least perhaps a good idea," to indict a sitting president "if he, for example, did pull out a handgun and shoot someone on Fifth Avenue."

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