They said there was no terror angle involved.
24-year-old Shivani Bhingarde on June 2 approached the Railway Protection Force (RPF) at Dadar railway station with a pouch, which she claimed was found on a bridge, they said.
Police said they went into a tizzy after finding a handwritten note in the pouch claiming that the gangster has sent some persons from Pakistan to carry out bomb blasts in Mumbai and Pune.
The government railway police, the RPF and the Maharashtra Anti-Terrorism Squad (ATS) were alerted and asked to verify the note's authenticity, police said.
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The Maharashtra ATS traced Shah from Pune on June 2 on the basis of his mobile numbers written in the note and questioned him on next two days. The woman was also questioned on June 4, they said.
They found that the threat was a hoax and Shivani herself had written this note to put Shah in a trouble, police said.
During their interrogation no terror angle was found, an ATS official said.