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The investigation of the shooting death of 17-year-old Trayvon Martin took a sad turn, as Sanford Police Chief Bill Lee said that his investigators don’t have probable cause to arrest George Zimmerman, the 28-year-old volunteer crime watch captain who shot and killed the teen inside a gated Sanford community last month.

STORY: HE HAS A NAME: Trayvon Martin, Shot & Killed By His Own Neighborhood Watch 

Lee told a crowd of reporters and the Martin family:

“In this case, Mr. Zimmerman has made the statement of self-defense. Until we can establish probable cause to dispute that, we don’t have the grounds to arrest him.”

Lee said the department’s investigation wrapped up Monday afternoon, and the findings would be sent to the State Attorney’s Office Tuesday, where prosecutors will decide whether to file criminal charges against Zimmerman.

Trayvon was shot Feb. 26, after Zimmerman reported a “suspicious person” in the neighborhood to the non-emergency police number.

Police have been under intense public scrutiny for failing to make an arrest.

“We want to make sure we do a fair, complete and thorough investigation so we can reach some form of justice with this event,” Lee said. “There are no winners, especially for the Martin family and the community.”

Zimmerman was taken into custody after the shooting, but released after he claimed the shooting was in self-defense.

The teen’s family says they believe Trayvon was shot because he was black. Zimmerman is a white man.

Trayvon, a Miami high school junior, was walking back to his father’s fiance’s apartment from the store with a package of Skittles in his pocket. Zimmerman, the captain of his crime watch group, was driving through his Sanford neighborhood, on the lookout for trouble.

Last week Trayvon’s father, Tracy Martin, held a news conference in Orlando and called on Sanford police to arrest Zimmerman for murder saying “It’s senseless. We feel justice hasn’t been served.”

Trayvon was buried over the weekend in Miami.