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The ambitious Manchester club eliminated "Man Utd" in the semi-finals of this tournament, but Mancini insists on the footballers taking the new challenge seriously.
"It will be harder on Saturday than against 'Man Utd'. 'Stoke' is a strong team that is hard to beat. Thinking otherwise would be a big mistake," said Mancini.
"We have to play very well if we want to win. We can't afford to miss anything, we have to be careful. We made history by securing a place in the Champions League, now it's time for a trophy."
Mancini did not rule out the possibility that one of the richest clubs on the planet will acquire several famous players in the summer.
"Since we will be playing in the Champions League, things will be a bit different than before. It will be easier to buy players because they want to compete in a prestigious tournament," said the Italian.