The Denmark midfielder has been linked with Manchester United, where captain Bruno Fernandes has recommended his signing.
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Borges told the club's website: "I really believe and hope that no one will leave the club because that is what we have been working on and discussing.
"It already makes me happy as a coach if I can maintain the squad, its unity, joy, energy and quality.
"It's important not to lose anyone, and I don't think that will happen. I'm calm."