The Italian club want to increase revenues from owning their own stadium, following the example set by Juventus.
The stadium is to be designed by Dan Meis and include shops and restaurants.
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The reputation of the Premier League means it is the most popular and one of the most watched leagues in the world.
Five English clubs will compete in the last sixteen of the Champions League for the first time ever as Liverpool, Manchester United, Manchester City, Chelsea and Tottenham face some difficult away matches.