I am preparing myself for an interview and I came across the followign question. I tried but I could not find anything which can create a class containing thread safe collec
Based on the question you should be able to add a concurrent collection inside your object that will handle the thread safety requirements for you. They did not specify what type of internal collection to use.
You should be able to implement one of the collections from the concurrentcollection namespace and achieve this.
http://msdn.microsoft.com/en-us/library/system.collections.concurrent.aspx