While Tommy is being escorted out of the premises by the police , Duke threatens to sue Rocky if he touches him , but after a brief hesitation , a penniless Rocky knocks him onto the hood of a car and quips , `` Sue me for what ? `` The next morning , Rocky and Robert take a jog to the Philadelphia Museum of Art , and Rocky gives his son Rocky Marciano 's cufflink , given to him years ago as a gift from Mickey .
Rocky does not have any money when Duke threatens to sue him .