The England international forward was handed a starting berth by Erik ten Hag at Wembley Stadium. He was, however, replaced deep into stoppage time after seeing Championship side Coventry claw their way back from three goals down.
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A thrilling contest went all the way to penalties, with Rashford unable to step up in the shootout. United did not need him in the end, with Andre Onana channelling his inner Emi Martinez as the Red Devils prevailed 4-2 on spot-kicks.
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United are now looking forward to another final showdown with arch-rivals Manchester City, but it remains to be seen whether Rashford has any role to play in that contest. He will be hoping that his latest fitness problem is nothing worse than a minor knock, having been spotted hobbling towards the team bus.