The women, believed to be around 50 and 70, were found at the building at Henry Street. Authorities say they were discovered dead inside the building while firefighters battled the flames.
After responders brought the victims out to the sidewalk, where they were pronounced dead, authorities noticed the gunshot wounds.
It is unknown if the women were found inside the part of the building that was on fire.
No arrests were immediately made, and the police investigation is ongoing.
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