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You should check with immigration but as per my knowledge, if your old visa is valid in previous passport then just carry that with you. I have been in this situation for USA and Dubai, and just presented my new passport

I asked this question to the Malaysian embassy, and they told me I can use the visa on the previous passport. When you arrive to your university, submit your two passports and pay the fees for them to transfer the visa from the old to the new passport.