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Are you sure the redirect is a 301 redirect, and is not a 302 redirect?
The redirect should redirect TO the URL without the index filename in it.
The canonical URL for your root index page should be www.example.com/ only.
Sure, the filename inside the server is index.asp but the URL used 'out on the web' should not include the filename.
Additionally check both www and non-www. Do they both work? Does one redirect? Is it a 301 redirect?