Just over a month after their grandchildren lost their lives at the hand of their son-in-law, Josh Powell, the parents of Susan Powell spoke out, raising new questions over the police investigation into their daughter's disappearance.

Josh Powell set fire to his home last month, killing himself and his two sons. Powell had been the focus of a police investigation into his wife Susan's whereabouts since she went missing back in 2009. Powell's parents, Charles and Judy Cox, told Martha MacCallum on Tuesday that they believe

the authorities may have had enough evidence arrest Josh prior to his death, even though they had not located Susan's body. The Utah police chief, however, is still defending how his department handled the investigation.

The Coxes say one question that they can't shake is the possibility that if police had arrested [Josh] and he was convicted, "our grandchildren would be alive." But still, according to Charles, that's a big "if."

"Arresting a person and convicting a person are two different things, especially with no body," Charles said. "We don't know all the evidence they have ... it appeared to us that he should have been arrested a long time ago."

When asked whether or not they believe Josh's father Steve Powell to be the only person left who might know what happened to their daughter, they quickly responded in the affirmative.

"I'm convinced that his dad knew everything that was going on, if not helped him with it," said Charles. "I'm sure he knows where she is, or where his son put her."