But she had two big problems: one, she never performed in a role like it before, and two, Frears was looking for an actress who was exactly the opposite of Hall. Her gamble appears to have paid off, however. Reviews of "Lay the Favorite" following its Sundance Film Festival premiere on Sunday have been mixed, but Hall has earned much praise.

"I had not shown that kind of range," Hall told Reuters in an interview with Frears following the debut of "Lay The Favorite." "I thought, I love this part, I would kill to do it. But I don't believe that anyone is going to cast me in it."

Hall, 29, captured Hollywood's eye playing an uptight American in Woody Allen's "Vicky Cristina Barcelona," and later in crime thriller "The Town," but her first meeting with British director Frears did not go so well.

"He said, 'You are everything I am not looking for and I will never cast you.' And then I was like a dog with a bone after that. That was it."

Sitting beside her, Frears smiled. "It's a humiliating story," he agreed.

ROLL OF THE DICE

"Lay the Favorite" is based on Beth Raymer's unusual sports gambling memoir of the same title released in 2010. The film shows Raymer (Hall) traveling to Las Vegas and struggling to change her life. Then, she meets fast-talking Dink (Bruce Willis) who shows her the ropes of his sports gambling business where she discovers a gift for numbers and beating the odds.

Hall's full transformation caught the Sundance audience by surprise when the real-life Raymer -- high-pitched voice, giggling and twirling her hair exactly as Hall had just displayed on the big screen -- took to the stage, causing one audience member to ask how the Cambridge-educated Hall did it?

"It was a big stretch for me," Hall told Reuters later. "I knew I had to have a different physical life and a different vocal life and a different energy that operates on a different frequency to my own. It was very liberating."

While Frears initially balked, he said it was clear from Hall's first audition that no one else could play Raymer.

"I can't tell you an American actress who could've done it. I can see that Meryl (Streep) could have done it 30 years ago, because really you need someone with theatrical training," he said. "It was very demanding."

Hall has won early praise for the role alongside Willis and Catherine Zeta-Jones. The Hollywood Reporter critic Todd McCarthy noted "the great craft and skill Hall brings to such an unexpected characterization" and wrote audiences would likely "do a double-take upon first laying eyes on her here."

The actress, the daughter of a prominent English theater director and an American opera singer, spent months befriending and studying Raymer, who shares a writing credit for the film.

The two women might seem worlds apart but are now "very, very good friends," Hall said. "It's a peculiar thing because obviously I played her in a movie so it was an intense relationship ... She was so sort of unfazed by the idea of someone playing her, she was just excited."

Frears, 70, said he chose to direct the film, which has been compared to screwball comedies and to his 1990 film "The Grifters," because Raymer's story "didn't repeat formulas."

The director of "The Queen" and "Hi Fidelity" said he considered the movie "the most American film I have ever made." He said it was far more than a sports-betting movie, once the audience looked underneath its extroverted, offbeat exterior.

"I actually think it is quite a wise film beneath the exterior, rather like Beth," he said.

(Reporting By Christine Kearney; Editing by Bob Tourtellotte)

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