Both the S.African Apartheid regime as well as the CIA have been suspected of involvement. "If Palme was intending to expose details from Iran-Contra in the latter half of 1985, then suspicion for colluding in his assassination would logically fall on the CIA, as well as South Africa. It was, according to this theory, in the interests of Iran, the U.S., Israel, and South Africa to have him disappeared. South Africa, conspiracy theorists point out, was the party with the death squad contacts handy." https://newrepublic.com/article/158122/killed-olof-palme