The Denmark international is being viewed at United as an alternative to Brighton midfielder Carlos Baleba.
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Brighton rate their Cameroon international at over £100m, while Sporting are demanding £50m for their club captain Hjulmand.
The Sun says United will pursue a deal for Hjulmand if they cannot reach terms with Brighton for Baleba before the summer market closes.
It's been claimed United must make several major sales before going for Baleba due to Profit & Sustainability limits.