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In his debut match, coach Carlo Ancelotti's club lost 0-1 to the Italian champion.
In a friendly match in Dubai, where both teams are currently training, the only goal was scored by Alexandre Pato after a pass from Zlatan Ibrahimovic.
"We started poorly and conceded a goal, but then we rose up and showed good football. I am satisfied," said Ancelotti. "Of course, we need to improve, but we played against a good team."
"Milan" is leading in the Italian championship, PSG is leading in France.
