Priya Mehra (34) sustained bullet wounds on her neck and face, they said.
The incident took place around 4.20 am, police said.
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According to police, the victim's husband, Pankaj Mehra, had taken Rs 40 lakh on credit and was unable to return the amount.
He told the police that the lenders had been threatening him to return the amount plus the interest.
We are probing the case from all angles, police added.
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