Question

have you collected the cheque from the insurance company covert into indirect speech

Answer 1

she/he asked me if i have collected the cheque from the insurance company

hope it helps

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Answer 2

This statement itself is in indirect speech... if you mean to say that 'convert it in direct speech' then the answer is--

DIRECT: He said, "Have you collected the cheque from the insurance company?"

INDIRECT: He asked whether he had collected the cheque from the insurance company.

Hope this helps!!