For iid observations from a multivariate normal distribution in p dimensions with an unknown mean and a covariance matrix proportional to the Identity, we revisit the issue of the apparent irreconcilability of the classical test for a point null and the standard Bayesian formulation for testing such a point null. With appropriate families of priors on the alternative, we consider the threshold value of the a priori probability of the point null required for the smallest (over priors on the alternative) posterior probability and the classical P-value to coincide. We also consider, for an arbitrary but ΓΏxed a priori probability of the point null, the ratio of the minimum posterior probability and the classical P-value. The main results emphasize properties of the null distributions of these two quantities and their quartiles, etc. Among many theorems proved in the article are the results that regardless of the dimension p, the threshold prior probability as deΓΏned above has a median exactly equal to 0.5 in many cases, and the ratio as described above has a median exactly equal to twice the a priori probability assigned to the null. These and other results are an attempt to clarify the issue of typicality: how often the Bayes-classical con ict will arise and in what magnitude.