DENVER — Investigators said Tuesday that Oregon state officers had acted properly when they shot and killed LaVoy Finicum, one of the activists who occupied a wildlife refuge in Oregon this year, but federal officials have opened an inquiry into the actions of F.B.I. agents for not disclosing that they also fired shots during the confrontation.

The investigators based their conclusions in part on a dramatic, previously undisclosed videotape taken from one of the occupants of Mr. Finicum’s car, which showed him taunting officers and daring them repeatedly to “shoot me.”

Mr. Finicum was killed Jan. 26 after the authorities tried to apprehend him at a police blockade outside Malheur National Wildlife Refuge. The wildlife sanctuary had been taken over on Jan. 2 by a band of armed protesters led by two brothers, Ammon and Ryan Bundy, who demanded that the federal government turn over its lands in the West to private owners or local governments.

By the time the confrontation ended on Feb. 11, 25 people had been arrested and charged with felonies; Mr. Finicum was the only one to die, and his shooting at the hands of deputies has become a rallying point for the Bundys’ cause.