What should a client do when an intercepting aircraft rocks its wings?

When an intercepting aircraft rocks its wings, the appropriate response from the client is to rock their wings to acknowledge the intercepting aircraft. This gesture serves as a visual signal indicating that the pilot has recognized and understood the intercepting aircraft's presence and intentions.

Rocking the wings is a standard form of communication in aviation that helps confirm to the intercepting pilot that the message has been received, which can foster better situational awareness and cooperation between the aircraft in the vicinity. This action is particularly important during intercepts where clear communication is vital for ensuring safety.

The other options do not contribute to the effective acknowledgment of the intercepting aircraft. For instance, climbing to a higher altitude may not be necessary, and it could lead to further confusion in the situation. Immediate radio communication might be warranted in some scenarios, but visual acknowledgment through wing rocking is the correct first response when another aircraft signals an intention to intercept. Changing heading could also create unnecessary complications or misinterpretations, thus compromising safety and clarity during the encounter.