The deceased were identified as Nilesh Shinde (35), his wife Rupali (32) and daughter Ruhi, residents of Hanuman temple, Telankhadi near Ram Nagar, a police officer said.
Police said they were informed about the incident at 8 am. "The family might have jumped into the lake around 4 am. The reason behind their extreme step is not yet known and investigation is on to ascertain that," the officer said.
The bodies of the victims were fished out of the lake and sent for post-mortem.
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