  We study the interference of resonant Higgs boson exchange in neutralino
production in \mu^+ \mu^- annihilation with longitudinally polarized beams. We
use the energy distribution of the decay lepton in the process \neutralino_j
\to \ell^\pm \slepton^\mp to determine the polarization of the neutralinos. In
the CP conserving Minimal Supersymmetric Standard Model a non-vanishing
asymmetry in the lepton energy spectrum is caused by the interference of Higgs
boson exchange channels with different CP eigenvalues. The contribution of this
interference is large if the heavy neutral bosons H and A are nearly
degenerate. We show that the asymmetry can be used to determine the couplings
of the neutral Higgs bosons to the neutralinos. In particular, the asymmetry
allows to determine the relative phase of the couplings. We find large
asymmetries and cross sections for a set of reference scenarios with nearly
degenerate neutral Higgs bosons.
