When grading exams, it is important to take into account how confident the student is in the answer. If the answer is correct, then it is better �- and thus, deserves a better grade -- if the student is absolutely confident in this correct answer. On the other hand, if the answer is wrong, then, the more confident the student is in this wrong answer, the worse. The grading scheme should be such that provides an incentive for the students to report their true degree of confidence. In this paper, we explain how to design such a grading scheme.