Rangers winger DaMarcus Beasley, who scored the winner, and striker Jean-Claude Darcheville were subjected to taunts by the home fans during the second leg of the second qualifying round tie in Podgorica.
UEFA director of communications William Gaillard said: "We haven´t yet received the report from our delegate but we have enough circumstantial evidence to begin our investigation. Our policy is zero tolerance against racism."
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