(CNN) Former New York City Mayor Michael Bloomberg has some advice for how President Donald Trump can remove the cloud of the Russia investigation over his presidency.

"Stop tweeting and focus on running the government," Bloomberg said Tuesday on CNN's "Anderson Cooper 360."

"If there's an allegation, you have to have a competent independent investigation that will either find something wrong or remove the cloud. It is very difficult to govern when there's a cloud around you."

The billionaire businessman argued that the President needs to "prove there's nothing there," adding that "you can't just say there's nothing there."

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