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Sarah Michelle Carboski (30) of France was married to a Odiya youth Lalatendu Jena in March 2009 and the couple was staying in a rented house at Sreekshetra Colony in the pilgrim town.
Jena owns a restaurant in the town and they were staying ever since their marriage.
Though the motive of the incident was not immediately known prima facie it appeared to be a case of suicide, the superintendent of police, Puri, Anup Kumar Sahu told PTI.
The post-mortem would be conducted, he said adding inquiry into the incident was continuing.