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Sir Roger, already a published author, compiled his speeches in the non-fiction book No Second Class Citizens.
The book also includes the maiden speeches of ACT colleagues David Garrett and John Boscawen.
It was thought the 112-page book would be given away, not sold, The New Zealand Herald reported.
Parliamentary Services confirmed it had paid for the book.
Any MP had the same right to publicity in the form of printed material.
Sir Roger's office was asked how many books had been printed and how much it cost but it had not responded by last night.