WATCH: Michael Cohen Encourages DOJ to Look Into Trump and the Saudis

Michael Cohen knows a thing or two about how Donald Trump operates. He worked as the former President's lawyer for nearly two decades before going to jail for him. 

There seems to be an enormous amount of evidence that Trump took classified documents with him to Florida. The next question is why he did so. Cohen thinks the answer to that question may come from looking into the 45th President's relationship with the Saudis. 

Cohen told Katie Phang, "I think the DOJ should be, if they're not already, [be] looking at the unholy relationships that exist between Saudi Arabia, Mohammed bin Salman, and Jared Kushner."

The former lawyer continued:

"I mean, this whole two plus billion dollars to an unqualified hedge funder makes no sense to me, and in light of the information that came out, that there was military information on Iran, and we all know what that Saudi Arabia has had with Iranian aggression on their mind for a long time -- who knows what was shown to them? Who knows what was discussed? Who knows what was sold? None of us."

Cohen closed, "I do believe that our law enforcement, because we have the greatest law enforcement in the world, they can find anything, and I do believe they will find a lot of information that goes on outside of Trump, even though I do believe he probably had his hands in it, that he certainly knows about it, and chances are, if he had his hand in it and he knew about it, he profited it from it."