The body of Alhaji Mohammed was found Monday night in his store on Chicago's South Side, Sgt. Bernard Ryan said. Police say the 55-year-old man died of apparent blunt force trauma.
The medical examiner's office ruled the death a homicide. Detectives said they did not have any suspects.
Nazr Mohammed said he was at an airport outside Cincinnati on Monday when his brother called with the news.
"I immediately came to Chicago," Mohammed said. "This is a real bad time for my family right now. We are at a loss for words."
Nazr Mohammed played for Kentucky for three years and was a member of the 1996 NCAA championship team before leaving school early to enter the NBA draft.
On July 16, Nazr Mohammed and Antoine Walker, who plays for the Boston Celtics, were victims of an armed robbery in Chicago. They said they were robbed of $3,000 cash, a $55,000 watch and other jewelry.
Walker and Mohammed are Chicago natives.
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