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One of the two people detained in the murder of a Montana math teacher is from Parachute, Colorado, sources told 7NEWS.Sherry Arnold, 43, disappeared on Jan. 7 at approximately 6:30 a.m., while on her morning run in Sidney, Montana. The only clue to her disappearance that had been publicly released was that one of her shoes was found along her running route.Authorities had been investigating the possibility Arnold was abducted.Over several days, hundreds of Sidney residents joined police officers and firefighters, searching for the popular teacher around the town and surrounding countryside.The school district played an active role in the search by lending buses to transport members of search teams and setting up a fund to defer expenses.On Friday, officials from her school posted a statement online saying they learned of Arnold's death Friday morning. No further information was immediately available."I think we are starting to find some closure in the whole deal," Sidney Mayor Bret Smelser said. "The news is not good, and as far as I know we don't have a body yet."FBI Special Agent in Charge David J. Johnson, of Salt Lake City, said a tip from the public led to the two men. One man who was caught in Williston, North Dakota was taken into custody.The other man, found in Rapids City, South Dakota, is being questioned by police.It's not clear if the man from Parachute was the one who was taken into custody or the one who was being questioned.Sidney is an oil boom town near the North Dakota border.