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Lee, a summer acquisition from Paris Saint-Germain, picked out the top-left corner with a stunning 70th-minute effort, but World Cup hero Baena went on better soon after. 

After being fouled on the edge of the box, Baena dusted himself down and whipped a delicious free-kick in off the crossbar to seal all three points on Wednesday. 

The crowd inside the Metropolitano had to wait until the 35th minute to see the first shot on target, with Rodrigo Mendoza seeing his attempt palmed clear by Alfonso Herrero. 

Jan Oblak, on his 400th LaLiga appearance, had to be on his toes at the other end soon after, first thwarting Chupe before getting down low at his opposite post to keep out David Larrubia, though the offside flag had been raised on the far side. 

Atletico started brightly in the second half, but it took one of Simeone's substitutes to find the breakthrough, with Lee collecting David Hancko's long ball out to the right before he cut inside three Malaga defenders and fired a sensational effort past Herrero. 

But on his first appearance for Atletico since leading Spain to glory at the World Cup, another moment of individual brilliance doubled the hosts' lead. This time, Baena bent a fine set-piece in off the woodwork five minutes from time.