Rocco says nothing after shooting Paulie. Just takes orders from Clemenza ('Leave the gun. Take the cannolis.')
Where he might possibly say 'yes sir' is when he is first instructed by Clemenza on when/how to do away with Paulie. I believe this is while still at Clemenza's house and I also think it might be a deleted scene.
Apple
A wise and frugal government, which shall leave men free to regulate their own pursuits of industry and improvement, and shall not take from the mouth of labor the bread it has earned - this is the sum of good government.
- THOMAS JEFFERSON
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