。
She gave us a vague answer.
Literal
She [topic-は] us [to-に] vague reply [object-を] did.
返事をする ('to reply, to answer,' literally 'to do a reply') is a noun + する light-verb construction. あいまい (曖昧) is a key word in modern Japanese discourse — meaning 'vague, ambiguous, unclear,' often used both descriptively (vague language) and self-critically (the famous notion that Japanese uses ambiguity intentionally). The 曖昧さ ('ambiguity') of Japanese was even the subject of Nobel laureate 大江健三郎's 1994 lecture 'あいまいな日本の私.' In everyday speech, an あいまいな返事 is one that dodges commitment.