An Alexa can respond to voice commands it issues. This can be exploited:

The attack works by using the device’s speaker to issue voice commands. As long as the speech contains the device wake word (usually “Alexa” or “Echo”) followed by a permissible command, the Echo will carry it out, researchers from Royal Holloway University in London and Italy’s University of Catania found. Even when devices require verbal confirmation before executing sensitive commands, it’s trivial to bypass the measure by adding the word “yes” about six seconds after issuing the command. Attackers can also exploit what the researchers call the “FVV,” or full voice vulnerability, which allows Echos to make self-issued commands without temporarily reducing the device volume.

It does require proximate access, though, at least to set the attack up:

It requires only a few seconds of proximity to a vulnerable device while it’s turned on so an attacker can utter a voice command instructing it to pair with an attacker’s Bluetooth-enabled device. As long as the device remains within radio range of the Echo, the attacker will be able to issue commands.

Research paper.