The Great Characters of Fiction - Which Should I Most Like to Have Created?
From The Arthur Conan Doyle Encyclopedia

The Strand Magazine (december 1927, p. 627)
The Great Characters of Fiction - Which Should I Most Like to Have Created? is an article published in The Strand Magazine in december 1927. The article is a compilation of several manuscript opinion of famous writers including Arthur Conan Doyle.
Arthur Conan Doyle answered he would created Colonel Newcome, a major character in The Newcomes, an 1855 novel by William Makepeace Thackeray.
The Great Characters of Fiction
Below is the Conan Doyle's part:
SIR ARTHUR CONAN DOYLE
Sir Arthur Conan Doyle's answer is characteristic of him as a writer and a man, though, indeed, the two are really always one:—
I think Colonel Newcome, as the ideal English gentleman would have my vote.
A C D