The attack happened just after 8:30 p.m. Saturday at a residential building on East 232nd Street in the Wakefield section.
Officers found a 40-year-old woman with stab wounds to her chest and right arm. First responders transported the victim to Montefiore Hospital, where she later died.
The identity of the victim is being withheld pending family notification.
Authorities are trying to determine what led up to the stabbing.
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