The footage show Prabha Arun Kumar, 41, on phone on a well-lit concourse near Parramatta railway station before she took a shortcut through a nearby dimly-lit park where she was attacked and killed, media reported, adding that police could not find anyone following her or acting suspiciously nearby.

"We are at a loss at this point in time," Detective Superintendent Michael Willing was quoted as saying. He, however, added that there was no reason to suggest it was a race-related attack.

Police said they released CCTV footage of Prabha in the hope that it would jog the memory of anyone who saw her on Saturday night before she was murdered.

An employee of the Bengaluru-based tech firm MindTree, she was returning home after finishing a double shift.

Officers also spent the day asking residents of Westmead if they had ever seen suspicious activity in the park.

Meanwhile, the victim's husband G Arun Kumar arrived in Sydney from Bengaluru on Monday morning and was assisting police in their investigation.

She was on the phone with her husband Arun Kumar, who lives in Bengaluru with their 10-year-old daughter, when she was stabbed.

Chillingly, the husband heard her tell him that a suspicious-looking man was following her before she started pleading with her attacker not to harm her.

"I think I've been stabbed", she told her husband as she collapsed in a pool of blood. The phone line then went dead.

"It was a terrible call to receive," Willing said.

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