According to Sport, the Saudi Arabia side has shown interest in signing the Brazilian, but the winger is reportedly "refusing to listen" to their lucrative offer.
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The 25-year-old has also turned down approaches from Brazilian clubs Botafogo and Sao Paulo, as his preferred destination begins to take shape.
Antony, who registered nine goals and five assists in 26 appearances for Real Betis as they secured a sixth-place finish in La Liga and reached the Conference League final, could still be reintegrated into Amorim’s first-team squad if Manchester United are unable to sell him.