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When writing out statements that later lead to a question, how does a person introduce the question to the read in a grammatically correct way?

Example:
But if there is no such thing as a permanent self or soul, then the obvious question is - who is this person that eats, drinks, breathes, thinks, forms relationships and has a career?
(source: http://buddhism.about.com/library/weekly/aa070702a.htm )

This quote uses a statement, but importantly "the obvious question is..."

What is the correct way to lead onto a question when using a statement? Is the dash or hyphen the correct punctuation to use?

I've been using the colon along with dependent and independent claues:

Ex:
...then this leads to an obvious question: Who is this person that eats, drinks...?
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I've even seen it without the quotation marks, in a structure I've heard described as semi-indirect quotation. Or was it semi-direct?

... obvious question is who is this person that ...

Indirect would have the is at the end, but this is awkward because it separates who and is by such a heavy structure.

CJ
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Hi guys,

But if there is no such thing as a permanent self or soul, then the obvious question is - who is this person that eats, drinks, breathes, thinks, forms relationships and has a career?

In reported speech, trying to keep as much of your wording as possible, I would say

But if there is no such thing as a permanent self or soul, then the obvious question is who this person is that eats, drinks, breathes, thinks, forms relationships and has a career.

No question mark is needed, because the reported sentence itself is not a question.

Best wishes, Clive
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Comments  
The colon is more formal; the m-dash is gaining in popularity, though. Or, why use any mark?-- The obvious question is "Who is this person?"

 CalifJim's reply was promoted to an answer.
 Clive's reply was promoted to an answer.
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