Answer:
Nick makes a statement about his relationship, or rather, romantic affair, with Jordan Baker. He informs the reader that he discovered Jordan cheated on her first golf tournament to win the first prize a long time ago, and that this explains exactly what she was about: dishonesty.
He did, however, have an affair with her and tells the reader that her dishonesty didn't bother him.
I believe Nick's statement perfectly describes his inner conflict regarding Jordan. His indifference to the fact that she was "incurably dishonest" (page 58, line 28) explains why he made that remark, in my opinion.