Police Escort: What would you do if your supervisor ordered you to do something that was questionable?

On March 30, 2012, two police cruisers escorted a caravan of luxury sports cars from Bergen County to Atlantic City via the Garden State Parkway. Apparently this escort has been going on for years.

As soon as the story broke, the two troopers were suspended and the Station Commander was re-assigned pending an investigation.

What would you do if you were a trooper in a quasi military organization and the chain of command orders you to ride escort for these alleged "VIPS" as has been past practice?

Keep in mind, if you refuse, at the very least - any opportunity for advancement is over for "not being a team player", at best - you will be written up.