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“The question to ask today is if Mohamed was the only one that was indoctrinated. Was it just him, or are there others?” Mr. Debuisson asked.

The first paratrooper killed, Imad Ibn Ziaten, was buried Sunday in his hometown in Morocco on the Mediterranean coast. Townspeople held French and Moroccan flags as soldiers carried the coffin to the grave.

“It is incomprehensible; it is unimaginable. Terrorism doesn’t understand this. And above all, we must not confuse Islam and fanaticism. They have nothing to do with one another,” his brother Hatim Ibn Ziaten said.

French State Secretary for Defense Marc Laffineur accompanied the family to Morocco, saying he wanted to show that “France is in mourning.” The other paratroopers were buried in France last week, and the Jewish children and rabbi were buried in Israel.

The killings have affected the race for French presidential elections in April and May and raised concerns of tensions among France’s large Muslim and Jewish communities.

Thousands of people in Paris and Toulouse marched silently Sunday urging unity and tolerance of all religions and cultures after the killings. An enormous French tricolor flag borne by dozens of marchers waved above the Paris march as it snaked away from the Place de la Bastille, birthplace of the French Revolution.

Angela Charlton in Paris, Masha Macpherson and Johanna Decorse in Toulouse, and Andy Drake in Rabat, Morocco, contributed to this report.