There is speculation that Jose Mourinho could be signed up by Manchester United, following the news of Alex Ferguson's retirement.
If so, it will put an end to rumours that the Real Madrid boss was planning to come back to Chelsea - where he was in charge between 2004 and 2007.
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In a wide-ranging Peston on Sunday interview, he said Parliament security needs reviewing and the PM's counter-terror strategy is flawed.
The terror attack carried out by Khalid Masood at Westminster that left four people dead lasted less than two minutes say police.
Two knives were found at the scene in Islington, North London, and the suspects fled on foot before being arrested.