Miss Penelope Morse was perfectly well aware that the taxicab in which she left the Carlton Hotel was closely followed by two others. Through the tube which she found by her side, she altered her first instructions to the driver, and told him to proceed as fast as possible to Harrod’s Stores. Then, raising the flap at the rear of the cab, she watched the progress of the chase. Along Pall Mall the taxi in which she was seated gained considerably, but in the Park and along the Bird Cage Walk both the other taxies, risking the police regulations, drew almost alongside. Once past Hyde Park Corner, however, her cab again drew ahead, and when she was deposited in front of Harrod’s Stores, her pursuers were out of sight. She paid the driver quickly, a little over double his fare.

“If any one asks you questions,” she said, “say that you had instructions to wait here for me. Go on to the rank for a quarter of an hour. Then you can drive away.”

“You won’t be coming back, then, miss?” the man asked.

“I shall not,” she answered, “but I want those men who are following me to think that I am. They may as well lose a little time for their rudeness.”

The chauffeur touched his hat and obeyed his instructions. Miss Penelope Morse plunged into the mazes of the Stores with the air of one to whom the place is familiar. She did not pause, however, at any of the counters. In something less than two minutes she had left it again by a back entrance, stepped into another taxicab which was just setting down a passenger, and was well on her way back towards Pall Mall. Her ruse appeared to have been perfectly successful. At any rate, she saw nothing more of the occupants of the two taxicabs.

She stopped in front of one of the big clubs and, scribbling a line on her card, gave it to the door keeper.

“Will you find out if this gentleman is in?” she said. “If he is, will you kindly ask him to step out and speak to me?”

She returned to the cab and waited. In less than five minutes a tall, broad-shouldered young man, clean-shaven, and moving like an athlete, came briskly down the steps. He carried a soft hat in his hand, and directly he spoke his transatlantic origin was apparent.

“Penelope!” he exclaimed. “Why, what on earth—”

“My dear Dicky,” she interrupted, laughing at his expression, “you need not look so displeased with me. Of course, I know that I ought not to have come and sent a message into your club. I will admit at once that it was very forward of me. Perhaps when I have told you why I did so, you won’t look so shocked.”

“I’m glad to see you, anyway,” he declared. “There’s no bad news, I hope?”

“Nothing that concerns us particularly,” she answered. “I simply want to have a little talk with you. Come in here with me, please, at once. We can ride for a short distance anywhere.”

“But I am just in the middle of a rubber of bridge,” he objected.

“It can’t be helped,” she declared. “To tell you the truth, the matter I want to talk to you about is of more importance than any game of cards. Don’t be foolish, Dicky. You have your hat in your hand. Step in here by my side at once.”

He looked a little bewildered, but he obeyed her, as most people did when she was in earnest. She gave the driver an address somewhere in the city. As soon as they were off, she turned towards him.

“Dicky,” she said, “do you read the newspapers?”

“Well, I can’t say that I do regularly,” he answered. “I read the New York Herald, but these London journals are a bit difficult, aren’t they? One has to dig the news out,—sort of treasure-hunt all the time.”

“You have read this murder case, at any rate,” she asked, “about the man who was killed in a special train between Liverpool and London?”

“Of course,” he answered, with a sudden awakening of interest. “What about it?”

“A good deal,” she answered slowly. “In the first place, the man who was murdered—Mr. Hamilton Fynes—comes from the village where I was brought up in Massachusetts, and I know more about him, I dare say, than any one else in this country. What I know isn’t very much, perhaps, but it’s interesting. I was to have lunched with him at the Carlton today; in fact, I went there expecting to do so, for I am like you—I scarcely ever look inside these English newspapers. Well, I went to the Carlton and waited and he did not come. At last I went into the office and asked whether he had arrived. Directly I mentioned his name, it was as though I had thrown a bomb shell into the place. The clerk called me on one side, took me into a private office, and showed me a newspaper. As soon as I had read the account, I was interviewed by an inspector from Scotland Yard. Ever since then I have been followed about by reporters.”

The young man whistled softly.

“Say, Penelope!” he exclaimed. “Who was this fellow, anyhow, and what were you doing lunching with him?”

“That doesn’t matter,” she answered. “You don’t tell me all your secrets, Mr. Dicky Vanderpole, and it isn’t necessary for me to tell you all mine, even if we are both foreigners in a strange country. The poor fellow isn’t going to lunch with any one else in this world. I suppose you are thinking what an indiscreet person I am, as usual?”

The young man considered the matter for a moment.

“No,” he said; “I didn’t understand that he was the sort of person you would have been likely to have taken lunch with. But that isn’t my affair. Have you seen the second edition?”

The girl shook her head.

“Haven’t I told you that I never read the papers? I only saw what they showed me in at the Carlton.”

“The Press Association have cabled to America, but no one seems to be able to make out exactly who the fellow is. His letter to the captain of the steamer was from the chairman of the company, and his introduction to the manager of the London and North Western Railway Company was from the greatest railway man in the world. Mr. Hamilton Fynes must have been a person who had a pretty considerable pull over there. Curiously enough, though, only the name of the man was mentioned in them; nothing about his business, or what he was doing over on this side. He was simply alluded to as ‘Mr. Hamilton Fynes—the gentleman bearing this communication.’ I expect, after all, that you know more about him than any one.”

She shook her head.

“What I know,” she said, “or at least most of it, I am going to tell you. A few years ago he was a clerk in a Government office in Washington. He was steady in those days, and was supposed to have a head. He used to write me occasionally. One day he turned up in London quite unexpectedly. He said that he had come on business, and whatever his business was, it took him to St. Petersburg and Berlin, and then back to Berlin again. I saw quite a good deal of him that trip.”

“The dickens you did!” he muttered.

Miss Penelope Morse laughed softly.

“Come, Dicky,” she said, “don’t pretend to be jealous. You’re an outrageous flirt, I know, but you and I are never likely to get sentimental about one another.”

“Why not?” he grumbled. “We’ve always been pretty good pals, haven’t we?”

“Naturally,” she answered, “or I shouldn’t be here. Do you want to hear anything more about Mr. Hamilton Fynes?”

“Of course I do,” he declared.

“Well, be quiet, then, and don’t interrupt,” she said. “I knew London well and he didn’t. That is why, as I told you before, we saw quite a great deal of one another. He was always very reticent about his affairs, and especially about the business which had taken him on the Continent. Just before he left, however, he gave me—well, a hint.”

“What was it?” the young man asked eagerly.

She hesitated.

“He didn’t put it into so many words,” she said, “and I am not sure, even now, that I ought to tell you, Dicky. Still, you are a fellow countryman and a budding diplomatist. I suppose if I can give you a lift I ought to.”

The taxi was on the Embankment now, and they sped along for some time in silence. Mr. Richard Vanderpole was more than a little puzzled.

“Of course, Penelope,” he said, “I don’t expect you to tell me anything which you feel that you oughtn’t to. There is one thing, however, which I must ask you.”

She nodded.

“Well?”

“I should like to know what the mischief my being in the diplomatic service has to do with it?”

“If I explained that,” she answered, “I should be telling you everything I haven’t quite made up my mind to do that yet.”

“Tell me this?” he asked. “Would that hint which he dropped when he was here last help you to solve the mystery of his murder?”

“It might,” she admitted.

“Then I think,” he said, “apart from any other reason, you ought to tell somebody. The police at present don’t seem to have the ghost of a clue.”

“They are not likely to find one,” she answered, “unless I help them.”

“Say, Penelope,” he exclaimed, “you are not in earnest?”

“I am,” she assured him. “It is exactly as I say. I believe I am one of the few people who could put the police upon the right track.”

“Is there any reason why you shouldn’t?” he asked.

“That’s just what I can’t make up my mind about,” she told him. “However, I have brought you out with me expecting to hear something, and I am going to tell you this. That last time he came to England—the time he went to St. Petersburg and twice to Berlin—he came on government business.”

The young man looked, for a moment, incredulous.

“Are you sure of that, Pen?” he asked. “It doesn’t sound like our people, you know, does it?”

“I am quite sure,” she declared confidently. “You are a very youthful diplomat, Dicky, but even you have probably heard of governments who employ private messengers to carry despatches which for various reasons they don’t care to put through their embassies.”

“Why, that’s so, of course, over on this side,” he agreed. “These European nations are up to all manner of tricks. But I tell you frankly, Pen, I never heard of anything of the sort being done from Washington.”

“Perhaps not,” she answered composedly. “You see, things have developed with us during the last twenty-five years. The old America had only one foreign policy, and that was to hold inviolate the Monroe doctrine. European or Asiatic complications scarcely even interested her. Those times have passed, Dicky. Cuba and the Philippines were the start of other things. We are being drawn into the maelstrom. In another ten years we shall be there, whether we want to be or not.”

The young man was deeply interested.

“Well,” he admitted, “there’s a good deal in what you say, Penelope. You talk about it all as though you were a diplomat yourself.”

“Perhaps I am,” she answered calmly. “A stray young woman like myself must have something to occupy her thoughts, you know.”

He laughed.

“That’s not bad,” he asserted, “for a girl whom the New York Herald declared, a few weeks ago, to be one of the most brilliant young women in English society.”

She shrugged her shoulders scornfully.

“That’s just the sort of thing the New York Herald would say,” she remarked. “You see, I have to get a reputation for being smart and saying bright things, or nobody would ask me anywhere. Penniless American young women are not too popular over here.”

“Marry me, then,” he suggested amiably. “I shall have plenty of money some day.”

“I’ll see about it when you’re grown up,” she answered. “Just at present, I think we’d better return to the subject of Hamilton Fynes.”

Mr. Richard Vanderpole sighed, but seemed not disinclined to follow her suggestion.

“Harvey is a silent man, as you know,” he said thoughtfully, “and he keeps everything of importance to himself. At the same time these little matters get about in the shop, of course, and I have never heard of any despatches being brought across from Washington except in the usual way. Presuming that you are right,” he added after a moment’s pause, “and that this fellow Hamilton Fynes really had something for us, that would account for his being able to get off the boat and securing his special train so easily. No one can imagine where he got the pull.”

“It accounts, also,” Penelope remarked, “for his murder!”

Her companion started.

“You haven’t any idea—” he began.

“Nothing so definite as an idea,” she interrupted. “I am not going so far as to say that. I simply know that when a man is practically the secret agent of his government, and is probably carrying despatches of an important nature, that an accident such as he has met with, in a country which is greatly interested in the contents of those despatches, is a somewhat serious thing.”

The young man nodded.

“Say,” he admitted “you’re dead right. The Pacific cruise, and our relations with Japan, seem to have rubbed our friends over here altogether the wrong way. We have irritations enough already to smooth over, without anything of this sort on the carpet.”

“I am going to tell you now,” she continued, leaning a little towards him, “the real reason why I fetched you out of the club this afternoon and have brought you for this little expedition. The last time I lunched with Mr. Hamilton Fynes was just after his return from Berlin. He intrusted me then with a very important mission. He gave me a letter to deliver to Mr. Blaine Harvey.”

“But I don’t understand!” he protested. “Why should he give you the letter when he was in London himself?”

“I asked him that question myself, naturally,” she answered. “He told me that it was an understood thing that when he was over here on business he was not even to cross the threshold of the Embassy, or hold any direct communication with any person connected with it. Everything had to be done through a third party, and generally in duplicate. There was another man, for instance, who had a copy of the same letter, but I never came across him or even knew his name.”

“Gee whiz!” the young man exclaimed. “You’re telling me things, and no mistake! Why this fellow Fynes made a secret service messenger of you!”

Penelope nodded.

“It was all very simple,” she said. “The first Mrs. Harvey, who was alive then, was my greatest friend, and I was in and out of the place all the time. Now, perhaps, you can understand the significance of that marconigram from Hamilton Fynes asking me to lunch with him at the Carlton today.”

Mr. Richard Vanderpole was sitting bolt upright, gazing steadily ahead.

“I wonder,” he said slowly, “what has become of the letter which he was going to give you!”

“One thing is certain,” she declared. “It is in the hands of those whose interests would have been affected by its delivery.”

“How much of this am I to tell the chief?” the young man asked.

“Every word,” Penelope answered. “You see, I am trying to give you a start in your career. What bothers me is an entirely different question.”

“What is it?” he asked.

She laid her hand upon his arm.

“How much of it I shall tell to a certain gentleman who calls himself Inspector Jacks!”