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Dec 15 (Reuters) - Italy's communications regulator AGCOM:
* says any operation aimed at concentrating control of Mediaset and Telecom Italia could be illegal
* says will proceed in acquiring all key information on the "operation under way"
* French media giant Vivendi, which is Telecom Italia's main shareholder, has built a 20 percent stake in Mediaset in just three days Further company coverage: (Reporting by Milan newsroom)