"Without a doubt,'' Anthony said while in New Orleans for All-Star Weekend. "Any opportunity I have to build that up in New York, I'd do it. I told people all the time, always say, 'If it takes me taking a pay cut, I'll be the first one on [Knicks owner] Mr. [James] Dolan's steps saying take my money and let's build something strong over here.'"
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Top 25 Knicks Anthony has said he plans to opt out of the final year of his contract and test free agency this summer.
He said on Friday that his "first priority" is to re-sign with the Knicks.
If Anthony re-signs for the maximum allowed under the current rules of the collective bargaining agreement, his contract would be worth $129,135,806 over five seasons.
"I'm going to make money. I have money. I'm good if I want to retire right now," Anthony said in an interview with Sage Steele and Tim Legler on ESPN's "SportsCenter."
He expanded on that in an interview with other media in New Orleans.
"As far as the money, it don't really matter to me,'' Anthony said. "If I go somewhere else, I get paid. If I stay in New York, I get paid. As far as the money goes, it's not my concern.
"My concern is to be able to compete on a high level, a championship level, coming in this last stretch of my career. I want to compete at that level."