The two women were riding in a taxi when they were shot dead by two men on a motorcycle, said Sami Wafa, the chief of staff of the Herat governor. Herat police spokesman Raouf Ahmadi said the taxi driver had been detained as part of the investigation.
Finland's Foreign Ministry confirmed that two Finnish citizens have died in Afghanistan. Spokesman Keijo Norvanto said they worked for the International Assistance Mission, an aid group which has been operating in Afghanistan since 1966. The organisation could not immediately be reached for comment.
Militants carry out near-daily attacks in Afghanistan, usually targeting security forces, which have struggled to secure the country as foreign troops have been gradually withdrawn. Most foreign combat forces are due to exit Afghanistan by the end of the year.
Earlier today, a bombing in a market in northern Afghanistan killed six people, including a young girl, while a separate attack in the east killed a local police commander and his bodyguard, officials said.
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It was not immediately clear who carried out the attack, but Taliban insurgents frequently target the country's security forces.
In a separate incident, a suicide bomber detonated his payload at a checkpoint in the eastern Nangarhar province, killing a local police commander and his bodyguard, according to police spokesman Hazrat Hussain Mashraqiwal. He said the bomber shook hands with the commander before the explosion.