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Milan’s La Scala is our destination for this week’s Sunday Opera (6/28 3:00 p.m.) and their recent production of Dmitri Shostakovich’s “Lady Macbeth of Mtsensk,” a 1934 opera based on the 1865 novella “Lady Macbeth of the Mtsensk District: by Nikolai Leskov with a libretto by the composer and Alexander Preis.