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Police will investigate reports in the media that London defender Ashley Cole injured a club employee with an air gun at the training base.
On Sunday, "News of the World" reported that the footballer shot a 21-year-old while performing auxiliary work.
Chelsea issued a statement assuring that all sanctions will be taken. Meanwhile, police confirmed they have not received any complaints, but will contact the club for more detailed information.
According to the newspaper, the victim received assistance from team doctors. He did not need to go to the hospital.