Both are correct English.
The first sentence has an embedded question object complement of a mental perception verb, and, as described here, sentences like these are often intoned as questions, because they're intended as requests for information. When a writer wishes their sentence to sound like a question in the mind's ear of the reader, they use a question mark; otherwise, not. This is very ordinary.
The second sentence has undergone a Dislocation, wherein the embedded question is moved to the front of the sentence, presenting a question form and signalling a bald request for information. And therefore, it is almost always punctuated with a question mark in writing; this is also very ordinary.
The Chicago Manual of Style, 15th Edition (2003) has this entry under "Exclamation Point":
6.77 Exclamation rather than question. A question that is essentially an exclamation usually ends with an exclamation point.
How could you possibly believe that!
When will I ever learn!
If we take this guidance seriously, it seems to me, then for like reasons we ought to find it acceptable for a question that is essentially a statement to end with a period.
Consider this lyric from Lisa Germano's song "Bad Attitude": "But if life was easy, you wouldn't learn anything, now would you." I certainly wouldn't criticize a writer for complying with the standard approach of ending that statement with a question mark—and in fact I believe that Ms. Germano does use that punctuation. Nevertheless, given that her more-speaking-than-singing voice drops by more than an octave between "now" and "would you," I wouldn't think it misleading to end the sentence with a period.
In addition, Chicago 15 has an entry under "Question Mark" for what it calls "courtesy questions":
6.74 Courtesy question. A request courteously disguised as a question does not require a question mark.
Would you kindly respond by March 1.
Will the audience please rise.
That gives us two instances in which a widely influential U.S. reference work endorses using punctuation other than a question mark to end a phrase otherwise structured as a question.
I tend to agree with Robusto that strict adherence to the rule requiring all statements that are laid out in a form that would normally identify them as questions to end in question marks prevents writers from indicating, as they otherwise might, whether the intonation of the speaker's voice is rising or falling. The bad aspect of any widespread effort to differentiate intonation by punctuation is that it invites countless instances where authors choose punctuation mismatched to their intended intonation, and readers—newly alert for clues to intonation in the punctuation—consequently misinterpret the sentence.
Best Answer
The Chicago Manual of Style notes:
So dispense with the colon entirely:
Alternatively:
Or: