I think that Hank made have made a phone call asking what the franchise is worth, since the Dodgers just got a $2B price tag. Someone then mentions that they just got a crazy call from the Yanks about selling the team and a reporter catches wind of it and boom. There's your "rumor".
"After my fourth season I asked for $43,000 and General Manager Ed Barrow told me, 'Young man, do you realize Lou Gehrig, a 16-year-man, is playing for only $44,000?' I said, Mr. Barrow, there is only one answer to that - Mr. Gehrig is terribly underpaid."- Yankees outfielder Joe DiMaggio