President Calderon offered his condolences to the Cavazos family Sunday and instructed his interior minister to help state authorities with the investigation.
The attorney general didn't give a motive for Sunday's killing,
but organized crime in Mexico has increasingly targeted political figures and their relatives for assassination.
Most recently, the brother of the former state prosecutor in Chihuahua was kidnapped and killed.
A video of him, at gunpoint, claiming ties to drug traffickers was posted on the Internet.
A gubernatorial candidate in the northeastern border state of Tamaulipas was murdered earlier this year,
and at least a dozen mayors and mayors-elect have been killed so far in 2010.
Colima is a small coastal state south of Guadalajara and is home to the major port of Manzanillo,
the scene of many sizable seizures of chemicals and cash believed linked to drug traffic.
Authorities found 200 tons of precursor chemicals for making synthetic drugs at the port in August,
the biggest seizure of such chemicals in Mexico. The port's captain was arrested in May and accused of drug-trafficking ties.
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