Deputy Police Commissioner, Seelall Persaud said the woman admitted knowing Davis but claimed that she was shot and robbed while walking in Alexander Village where she lives.
Investigators want to know whether she was in a car with the driver who fired at least 11 shots at Davis.
The probe has so far revealed that the suspect parked the car, hooted the horn and Davis went downstairs. In proceeding to the car, he told the curious occupants that the visitor was there to him.
Shortly before the shots rang out, Davis was overheard telling the car driver that “is not so it happened.” The female occupant began screaming and saying “don’t do that.”
Persaud said all the police knew about Davis so far was that he sold motorbikes and boats. He was also motorbike racer and mechanic, according to other sources.