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Yes, there is some roll motion while the aircraft is preforming yaw. Some deviations around the longitudinal axis are important since they help the aircraft maintain lift. When an aircraft is preforming the yaw control, the amount of lift that is being generated begins to become compromised because one portion of the wing is no longer moving forward as fast. In order to minimize the amount of lift that is being compromised and airplane must gradually roll into a turn by using the ailerons along with the rudder to gradually roll into the turn.