Koch bought his burial plot a year ago at the nondenominational Trinity Church Cemetery and he recently propped up the memorial stone.
He had the stone inscribed with the last words of slain Wall Street Journal reporter Daniel Pearl - "My father is Jewish, my mother is Jewish, I am Jewish."
Koch also includes a familiar Jewish prayer and words he wrote about his faith after he suffered a stroke in the 1980s.
Koch was mayor of New York from 1977 to 1989.
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