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In this paper, the achievable secrecy rate of a relay-assisted massive multiple-input multiple-output (MIMO) downlink is investigated in the presence of a multi-antenna active/passive eavesdropper. The excess degrees-of-freedom offered by a massive MIMO base-station (BS) are exploited for sending artificial noise (AN) via random and null-space precoders. An active eavesdropper contaminates the uplink channel estimates by sending pilot sequences identical to those of the legitimate users/relay. This active pilot contamination makes the massive MIMO BS implicitly beamform the confidential signals toward the active eavesdropper during two-hop downlink transmissions. The achievable secrecy rates are derived by taking the detrimental effects of actively contaminated channel state information with estimation errors and spatially correlated fading at the multiple-antenna terminals into account. The secrecy rate loss incurred by active pilot attacks over passive eavesdropping is investigated, and the secrecy rate gap between random and null-space-based AN is compared. A novel transmit power control policy is designed to efficiently allocate transmit power at the BS/relay for payload data and AN sequences for maximizing the achievable secrecy rate. Our results reveal that active pilot contamination attacks significantly degrade the achievable secrecy rate in dual-hop transmissions, and the corresponding detrimental effects cannot be asymptotically mitigated in the infinite BS antenna regime.