“Why sir—I think—er—it came out of the sky. Maybe it was from a fire balloon,” added the bully, struck by a sudden inspiration.

“A fire balloon?” queried Captain Putnam doubtfully.

“Yes, sir—they set ’em off from the hotels down the lake sometimes.”

“Hum! And you think it was a fire balloon, eh? What do you think, Mason?”

“I don’t know what to think, sir. I saw a little fire flying through the air, that’s all.”

“Wasn’t it more like the fire from a cigar, or a cigarette?” demanded Captain Putnam, searchingly.

“Why—er—it might have been, sir. It wasn’t very large, that’s sure.”

“Were any of you guards smoking?” demanded Captain Putnam, looking at the eight cadets.

Nobody spoke, but Billy Sabine shifted uneasily and grew very red in the face.

“Sabine, answer me at once!” cried the master of the school. “You were smoking, were you not?”