The instant repeating of the command by the helmsman, right after the command given by the pilot, is an acknowledgement of the command.
The helmsman then follows through with the order.
The helmsman then proclaims that the order has been followed.
This is typical and traditional on many ships.
Depending on the individual helmsman, the words used in these cases may be the same, or they may be slightly different to differentiate between the order given and order carried out.
Personally, I find the second repeating of the order (once it has been completed) to be too much and will usually ask that the helmsman not do it.