In a statement Monday, Siena College confirmed an investigation is under way but declined to provide details of its investigation, citing the federal Family Educational Rights and Privacy Act. "Siena College takes reports of sexual assault very seriously and college officials are conducting an investigation according to the college's Sexual Misconduct Policy," the statement said. Albany police are investigating a report of a sexual assault at The College of Saint Rose early Wednesday in Centennial Hall, an apartment-style dorm, where a female student was allegedly assaulted by two men.