"That is the end of my adventure. What I have to tell you now is what
I learned from the police.

"At the station-house to which the man guided me I related what you
have just heard. I told them that the house they must at once find was
one set back from the street within a radius of two hundred yards from
the Knightsbridge Barracks, that within fifty yards of it some one was
giving a dance to the music of a Hungarian band, and that the railings
before it were as high as a man's waist and filed to a point. With
that to work upon, twenty men were at once ordered out into the fog to
search for the house, and Inspector Lyle himself was despatched to the
home of Lord Edam, Chetney's father, with a warrant for Lord Arthur's
arrest. I was thanked and dismissed on my own recognizance.

"This morning, Inspector Lyle called on me, and from him I learned the
police theory of the scene I have just described.

"Apparently I had wandered very far in the fog, for up to noon to-day
the house had not been found, nor had they been able to arrest Lord
Arthur. He did not return to his father's house last night, and there
is no trace of him; but from what the police knew of the past lives of
the people I found in that lost house, they have evolved a theory, and
their theory is that the murders were committed by Lord Arthur.

"The infatuation of his elder brother, Lord Chetney, for a Russian
princess, so Inspector Lyle tells me, is well known to every one.
About two years ago the Princess Zichy, as she calls herself, and he
were constantly together, and Chetney informed his friends that they
were about to be married. The woman was notorious in two continents,