I modified it for my exact needs and this is the ticket:
.main-navigation ul ul,
.main-navigation .main-nav ul ul li:last-child:hover,
.main-navigation .main-nav ul ul li.current_page_item:last-child, .main-navigation .main-nav ul ul li.current-menu-item:last-child {
border-radius: 0 0 5px 5px;
overflow: hidden;
}
The above code takes care of border radius in all scenarios!