Marcus Rashford was missing from Manchester United's traveling squad to London yesterday.
United meet Arsenal at Emirates stadium in the third round of the FA Cup later on Sunday.
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The Daily Mail says Rashford was absent from the squad which travelled from Stockport train station to London on Saturday afternoon.
Rashford's brother and agent, Dwaine Maynard, has been in Italy over the past week holding talks with AC Milan.
The England international has been granted permission by United to seek a new club move this month.