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Had they continued on to New York, and not been bogged down in a night time shootout and chase, Kelly said they would have carried with them at least six more bombs, including a pressure cooker device similar to the ones detonated at the Boston Marathon finish line, killing three and wounding more than 250 spectators.

"We don't know if we would have been able to stop the terrorists if they had arrived here from Boston," Bloomberg said. "We are just thankful that we didn't have to find out that answer."

Federal Bureau of Investigation/AP

This FBI photo shows Dzhokhar Tsarnaev. View Full Size

Federal Bureau of Investigation/AP

This FBI photo shows Dzhokhar Tsarnaev.

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New York officials said 19 year old Dzhokhar Tsarnaev at first told the FBI he and his brother would go to New York just to party, as he did twice last year with some of his college friends. Photos from a social network page of a friend show the college student posing in Times Square. But in a second hospital interview, investigators found Tsarnaev more lucid, and he told a different story, Kelly said. It was then that he allegedly revealed the Times Square plot.

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Despite all that, and the extensive and graphic images, the parents of the two brothers continue to believe in their sons' innocence, and are angry about the death of their oldest son, Tamerlan.

"Why did they kill him? Why did they kill him? They got him alive, he was in their hands," said the boys' mother, Zubadeit Tsarnaeva.

She spoke to reporters from her home in Russia – she faces possible arrest if she comes to the US because of an outstanding shoplifting count. She said she now believes America had failed her family.

"I thought America was going like protect us, our kids," she said. "It's gonna be safe for any reason. But it happened. America took my kids away from me."