Lumo points out that Nemtsov was a physicist before politics.
Michael Birnbaum, writing in The Washington Post, notes that the location of the assassination, Red Square, is always blanketed with a heavy security presence. How could the murder have taken place and escaped the notice at the doorstep of the Kremlin?
Authorities announced they were investigating a slew of possibilities, none of which included what Putin critics said was a primary suspect: the Kremlin itself. Many in the opposition reasoned that, at minimum, the security services that blanket Red Square must have had advance warning of Nemtsov’s fate.
One can at least imagine that a highly placed security official plotted the crime just to discredit Putin - but the near certainty of being caught would be a big deterrent.