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Secretary of State John Kerry warned Wednesday that Russia must be “very careful” in decisions it makes about Ukraine and that it must keep its commitment to respect the sovereignty of the nation.

“I think Russia needs to be very careful in the judgments that it makes going forward here,” he said in an exclusive interview with NBC's Andrea Mitchell. “We are not looking for confrontation. But we are making it clear that every country should respect the territorial integrity here, the sovereignty of Ukraine. Russia has said it would do that and we think it’s important that Russia keeps its word.”

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Kerry said that Russian President Vladimir Putin should “listen carefully to Ukrainians who have voiced their desire for change,” repeating that the United States does not view its relationship with Russia as a “sort of continuation of the Cold War.”

“This is not Rocky IV,” he said. “Believe me. We don’t see it that way.”

The comments -- made during a wide-ranging interview that aired live on MSNBC's "Andrea Mitchell Reports" -- come after Putin ordered a military drill to assess the combat readiness of his ground and airborne units.

The drills are planned for an area of the country that borders Ukraine, where a recent uprising toppled President Viktor Yanukovych, who has been backed by Moscow.

Kerry said would “decline to speculate” on the whereabouts of Yanukovych or whether he should be prosecuted for war crimes.

The United States has previously warned Russia against using any military intervention in the conflict-torn region.

"We need to work together in what does not have to be a zero sum game to provide the capacity of the people of Ukraine to choose their future," Kerry said. "That's all that's at stake."