WATER MILL, N. Y.— Michael Milken clearly likes to play games.

Tennis and trivia are high on his list of those games.

To entertain Saturday night’s crowd at the big gala he hosted in support of the Prostate Cancer Foundation, he had lots of acts.

Among them: David Foster, Natalie Cole, Emily West and Ruben Studdard. The evening before, entertainment for a smaller group participating in a weekend-long conference included opera singer Nathan Gunn and, if you can believe it, Joe Piscopo, who did stand-up and sang “New York, New York.”

But in between sets at the Parrish Museum, Mr. Milken, who helped create the junk-bond market before pleading guilty in 1990 to violating U.S. securities laws, took to the microphone to ask trivia questions of his audience, which included heavy-hitters like John Paulson, Donald Marron, Elaine Wynn, Stewart Rahr, and Jeff and Mei Sze Greene and Glenn and Jennifer Myles.

Among the questions, which Mr. Milken wrote himself: “Harry Houdini was the first great illusionist. How did Houdini die?”

Visti our complete Photo Gallery of the PCF Pro-Am Tennis Tournament finals at Shinnecock Tennis Club

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Award at Shinnecock Tennis Club

Luke Jensen, Jesse Lee, Bonnie Peifer Evans, Michael Milken and Dr. Jonathan Simons at the Charles Evans PCF Pro-Am Tennis Tournament finals at Shinnecock Tennis Club. PHOTO: JOHNNY NUNEZ/WIREIMAGE