He, however, refused to make any comment on the JD(U) headed by Nitish Kumar issuing a warning over his participation in Prasad's rally.
"Earlier it was rally of RJD but now it has become a rally of Mahagatbandhan (grand alliance) to save the country," Yadav told reporters at Jay Prakash Narayan Airport here on arrival.
Asked about his party warning that participation in the rally would invite action against him, Yadav refused to make any comment saying "Kuch nahi bolna hain" (I have nothing to say)".
JD(U) principal general secretary K C Tyagi repeated that with departure of "mahanayak" (great leader) of the erstwhile grand alliance (Nitish Kumar) the Mahagatbandhan ceases to exist.
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"Its an RJD rally in which nobody from the party should go," Tyagi said.
"Jo jayega woh napega (who so ever will go will invite punishment)," he said.
Sharad Yadav who is charting a different path after Nitish decided to break away from the grand alliance of JD(U), RJD, and Congress, is presently a JD(U) Rajya Sabha member.
Sharad Yadav would be a prominent personality at Prasad's political show along with West Bengal Chief Minister Mamata Banerjee and SP chief Akhilesh Yadav, among others.