The Border Guard suspects two Finnish nationals of having crossed the border into Russia and then returning to Finland earlier this month.
The incident took place in northeastern Lapland on 7 December, according to the agency. Authorities suspect the two individuals of border offences.
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Frans Hietanen of the Lapland Border Guard told Yle that the suspects were apprehended around the former Virtaniemi border crossing, near the village of Nellim.
The former crossing point, which closed in 2011, is located in the municipality of Inari, roughly 325 km north of Rovaniemi.
The Border Guard has completed a preliminary investigation into the incident and the case is being forwarded to the prosecutor for consideration of charges.