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WASHINGTON -- Two senators said to be targeted by U.S. military seeking to use "psychological operations" to convince them to support the war effort in Afghanistan say they're fine with an investigation though they don't believe there's much to the story.

Sens. John McCain, R-Ariz., and Joe Lieberman, I-Conn., who've been traveling in the Middle East for the past week, joked Sunday about a Rolling Stone article released last week that alleged that three-star Gen. William Caldwell ordered his staff to use military techniques to persuade them to back more money for training Afghan forces.

"Actually, I'm sure they succeeded with Senator Lieberman. There's no doubt about that,"  McCain laughed before adding that he and Lieberman supported the effort in Afghanistan all along.

"It's a weird story, honestly," added Lieberman.

"I don't think there's much to the story contrary to what Senator McCain just said about my state of mind," Lieberman laughed as he nudged McCain. "I don't believe I was brainwashed."

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Lieberman added that before he and McCain ever were briefed by Caldwell's staff, they supported the training of the Afghan military so that U.S. troops could get out sooner.

McCain said it's also not "psy ops" for the general's staff to be given information about lawmakers' positions and issues and to try to address them in briefings.

"I think that's natural," McCain said.

The two lawmakers appeared from Cairo on CNN's "State of the Union."