If you're happy and you know it ...

My boss just asked me if I was happy. Like, happy with the work I'm doing right now. Is there a correct answer to this question? I mean, I don't jump for joy every morning when I wake up, but I don't hate my job, either. But so I answered "yeah," and he said, "well, that didn't sound too convincing." What does he want me to say? It was awkward. But as usual, I made a joke and changed the subject so it all ended fine. But strange.