The letter requested the court to make him an approver -- accused-turned-prosecution witness -- in the sensational case. The court had granted the request.
During his examination by the prosecution, Rai last week narrated how Sheena, Indrani's daughter, was murdered.
During the cross-examination by defence lawyers today, when shown the letter, he said he can not read English, and hence did not know its content, though the signature was his.
Rai also told the court today that he was not aware of the legal provisions relating to approvers.
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He said he was also not aware that after becoming an approver he would be pardoned by the court.
According to the CBI, Indrani and her former husband Sanjeev Khanna strangled Sheena, Indrani's daughter from an earlier relationship, inside a car here in April 2012. Rai was driving the car.
The murder came to light in August 2015 after Rai, arrested in another case, spilled the beans. Later, Indrani's husband Peter Mukerjea, a former media baron, was also arrested for being party to the conspiracy.