As soon as it was ready I crossed again to Henriques. “There’s one thing you haven’t explained,” I said, picking up the revolver. “Why did you bring this and the knife with you?”

He had his tale ready, good enough for such a fool as he deemed me. “They are not mine at all, Excellency. They belong to Ferraz—the man who got me into this.”

I put a question or two; and then as if in doubt I turned to replace the revolver and stood for a moment in such a position that he could not see me exchange the packets.

“You don’t believe that, do you?” exclaimed Burroughs, with a scoff.

“I don’t know quite what to believe yet,” I replied. “I’ll think it over;” and I returned to my desk, and while keeping up the farce of writing and asking occasional questions, I opened the packet and took out the letter to Vasco.

It was very insecurely fastened, fortunately, so that I could open it without showing any signs that it had been tampered with. As I read it, I found it was from Dagara, and could scarcely restrain a laugh of chagrin at the elaborate means I had taken to discover a mare’s nest.

It ran as follows:—

“Lisbon Chess Club.
438, Rua da Gloria.

“Dear Lieutenant de Linto,—

“I was sorry you could not be at the Club last night. We had a most interesting series of problems set by M. Polski, the Polish champion. There were ten of them and the fifth and sixth will interest you—both forced mates in seven moves. I hope that all our playing members will find or make an opportunity of studying them very thoroughly. I shall have them printed, of course, and am writing in this strain to all the members who were not present.