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The Latest: Thousands on Hong Kong streets for annual march

The Latest on the swearing-in of Hong Kong's new leader (all times local):

4:45 p.m.

An annual protest march has begun in Hong Kong, hours after Chinese President Xi Jinping wrapped up his visit to the city by warning against challenges to Beijing's sovereignty.

Thousands of protesters joined the rally organized by a pro-democracy coalition at its starting point in downtown Victoria Park.

They marched in sweltering heat through streets blocked off for the event by police, with thousands of officers deployed along a route ending at city government headquarters.

Protesters waved placards denouncing Hong Kong and Beijing leaders and banners in support of a wide range of causes. One marcher carried a poster depicting Xi wearing a Mao Zedong-style cap that read "Overthrow the Communist Party" and "Overthrow Xi Jinping."

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2:30 p.m.

Chinese President Xi Jinping has departed Hong Kong, ending his three day visit to the city to mark a key anniversary and preside over a leadership transition.

Xi was seen off at Hong Kong's airport by the city's new leader, Carrie Lam, whose inauguration he presided over hours earlier, and other senior officials.

Schoolchildren wearing red baseball caps and waving Chinese flags lined both sides of the red carpet laid out for Xi and his wife, Peng Liyuan, as they walked to their Air China.

Xi left the city after he delivered a speech warning that activities in Hong Kong seen as threats against China's sovereignty would be "absolutely impermissible."

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10:45 a.m.

Chinese President Xi Jinping is vowing no tolerance for any acts seen as jeopardizing Hong Kong and China's stability and security.

In his address during a swearing-in ceremony for Carlie Lam, the semi-autonomous Chinese region's chief executive, Xi pledged Beijing's support for the "one country, two systems" blueprint under which Hong Kong returned to Chinese rule in 1997.

However, he said Hong Kong had to do more to shore up security and boost patriotic education, apparently referencing pieces of legislation long-delayed by popular opposition.

And he warned that anyone threatening China or Hong Kong's political stability would be crossing a red line and their actions would be considered "absolutely impermissible"— words certain to concern those already wary of tightening restrictions on political life in the city.

Xi was due to return to Beijing midday Saturday. His three-day visit aimed at stirring Chinese patriotism had prompted a massive police presence. Protesters fear Beijing's ruling Communist Party is increasing its control over the city's political and civil affairs, undermining a pledge to permit it retain its own legal and other institutions for 50 years.

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9:15 a.m.

Carrie Lam has been sworn in as Hong Kong's new leader on the city's 20th anniversary of its handover from British to Chinese rule.

Lam became the semi-autonomous Chinese region's chief executive Saturday in a ceremony presided over by Chinese President Xi Jinping.

Lam and her Cabinet swore to serve China and Hong Kong and to uphold the Basic Law, the territory's mini-constitution.

The life-long bureaucrat was selected through a process decried by critics as fundamentally undemocratic, involving just a sliver of a percent of Hong Kong's more than 3 million voters.

A little over a kilometer (mile) away, a small group of activists linked to the pro-democracy opposition clashed with police and counter-protesters. Protesters fear Beijing's ruling Communist Party is increasing its control over the financial center's affairs.