|WORLD CUP LATEST
|25/1||Mario Balotelli is 25/1 with Bet365 to score a hat-trick against Costa Rica|
"Arsenal are a fantastic club," he told Sky Sports when asked about the report.
"Only eight or 10 clubs in the world can afford Mario Balotelli - like all premium players, and he is one of the greatest.
"[Will the move happen?] Anything is possible."
The former Manchester City striker has scored 28 goals in 51 appearances for the Rossoneri since returning to Serie A in January 2013.
He was on the scoresheet for his country against England in Manaus, netting the winner as the Azzurri got off to a strong start in Group D.