His own device is eyed with malice and distaste, but he accepts it reluctantly, shoving it away in a pocket on the inside of his coat where it should have been all along. Long's is thrust back at him in short order, as if Rorschach is worried he will contract some kind of disease from it if he keeps hold of it for too long.

"Heard as much. Will believe when it happens." A pause, then, "Will take evidence under advisement. Appreciate co-operation; sorry for inconvenience. Hope next place is less drafty."

Investigation complete for the moment, he heads back towards the hole in the wall as if the incident were no more uncommon than a stroll down the street. He's not completely satisfied with the answers, but he recognizes they are likely the best ones he will get, and he can always check with others to verify if this...Mayland Long is telling the truth.