“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, and when Lord Edam heard of his son’s infatuation he appealed to the police for her record. “It is through his having applied to them that they know so much concerning her and her relations with the Chetneys. From the police Lord Edam learned that Madame Zichy had once been a spy in the employ of the Russian Third Section, but that lately she had been repudiated by her own government and was living by her wits, by blackmail, and by her beauty. Lord Edam laid this record before his son, but Chetney either knew it already or the woman persuaded him not to believe in it, and the father and son parted in great anger. Two days later the marquis altered his will, leaving all of his money to the younger brother, Arthur. “The title and some of the landed property he could not keep from Chetney, but he swore if his son saw the woman again that the will should stand as it was, and he would be left without a penny.