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The police said they were not amused at the "irresponsible action" of the players and have prepared a report about the "security violations" made by them.
Man-of-the-match in India-Australia third one-dayer in Delhi Yuvraj Singh was the first to leave the Taj, the team hotel, and drove out in a car.
Yuvraj, who belongs to Chandigarh, drove out in a Audi bearing a temporary registration number of Haryana late this evening from the hotel in Sector 17 and returned a couple of hours later, police said.