Denmark coach Olsen has made it no secret he felt Arsenal were the wrong club for the Dane.
"Olsen advised me to take Bendtner. I think I may trust Morten Olsen's words," said Allofs.
Bendtner has penned a two-year deal with Wolfsburg.
"I did not have long to think about the offer from VfL. But now I have to earn my place in the team."
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