The federal government may have a tough time bringing an insider trading case against Masters champion golfer Phil Mickelson, activist investor Carl Icahn and sports gambler William Walters. (Reuters)

If Phil Mickelson was bothered by reports that his name was mentioned in connection with a federal investigation into alleged insider trading, it wasn’t evident in his demeanor Saturday afternoon.

He handed golf balls to kids, smiled and signed autographs after he shot a 72 in the third round of The Memorial in Dublin, Ohio.

“I think that as a player you have to be able to block out whatever is going on off the golf course and be able to focus on the golf course,” Mickelson, who trails Bubba Watson by 10 strokes and is off to the worst PGA Tour start of his career, told reporters after his round. “And it’s not going to change the way I carry myself. Honestly, I’ve done nothing wrong. I’m not going to walk around any other way.”

Mickelson spoke with reporters for about four minutes and confirmed that FBI agents approached him the first day of the golf tournament as PGA officials told the media several times to stop asking about the investigation, according to the Wall Street Journal. Mickelson and the other two men have been accused of no wrong-doing.

“I can’t really go into much right now, but as I said in my statement, I have done absolutely nothing wrong,” Mickelson said. “And that’s why I’ve been fully cooperating with the FBI agents, and I’m happy to do so in the future, too, until this gets resolved. But for right now — and hopefully it will be soon — but for right now I can’t really talk much about it.”