necklace to him. But when I reached Paris I found he had not expected
me for a week later and was taking a few days' vacation at Nice. His
people asked me to leave the necklace with them at the Embassy, but I
had been charged to get a receipt for it from the Ambassador himself,
so I started at once for Nice. The fact that Monte Carlo is not two
thousand miles from Nice may have had something to do with making me
carry out my instructions so carefully.

"Now, how the Princess Zichy came to find out about the necklace I
don't know, but I can guess. As you have just heard, she was at one
time a spy in the service of the Russian Government. And after they
dismissed her she kept up her acquaintance with many of the Russian
agents in London. It is probable that through one of them she learned
that the necklace was to be sent to Moscow, and which one of the
Queen's Messengers had been detailed to take it there. Still, I doubt
if even that knowledge would have helped her if she had not also
known something which I supposed no one else in the world knew but
myself and one other man. And, curiously enough, the other man was a
Queen's Messenger, too, and a friend of mine. You must know that up
to the time of this robbery I had always concealed my despatches in a
manner peculiarly my own. I got the idea from that play called 'A
Scrap of Paper.' In it a man wants to hide a certain compromising
document. He knows that all his rooms will be secretly searched for
it, so he puts it in a torn envelope and sticks it up where anyone
can see it on his mantle-shelf. The result is that the woman who is
ransacking the house to find it looks in all the unlikely places, but
passes over the scrap of paper that is just under her nose. Sometimes
the papers and packages they give us to carry about Europe are of
very great value, and sometimes they are special makes of cigarettes,
and orders to court-dressmakers. Sometimes we know what we are