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Roesholt was away from the cabin setting traps at the time of the attack.
When he returned to the home, he was charged by a grizzly bear 100 meters from the cabin, CBC reported.
He shot and killed the bear, CTV News reported.
Roesholt said he found the bodies of Théorêt and their baby outside the cabin, the BBC reported.
The BBC said this is the fourth deadly grizzly bear attack in North America this year.