Read or Suffer -Z

The four of you are such rebels. So you ditched school, risking getting in serious trouble. Once you got to 325 Park Place, it was just an empty park. You and Stacy were very worried because you just got a threatening message while Josh and Peter were clowning around on the playground.
"Boys, get over here!" You shouted. "We are in a very serious situation."
"Ya, we need to figure out who sent this message" Stacy expressed.
" okay , you guys can calm--
"Calm down!? We just got an anonymous message saying if we don't come we will be dead!" You yelled.
"Why don't we look around and see if there is anything here that could help us?" Stacy suggested.
"Ok" you all said in unison.
10 minutes later....

Josh found a knife and a new message:
"I see you found the murder weapon that will be used to kill you all if you try to ignore these. See you've been friends for quite some time but do you four really know each other?" Would you choose friends or family first? -Z"
Everyone sits in silents thinking about what this means.
You are quietly thinking about who Z could be. You think about Josh, Stacy and Peter and how they've never been to your house. Could one of your family members be Z?
Stacy interrupts your thoughts by voicing her opinion, "I think we need to go around and say how much do we trust each other?"
"You guys are my rides or die." Peter said confidently.
"I would take a bullet for any of you." Josh makes clear.

Its your turn and you sit there silently not sure what to say. What do you do?