At once I suspected a practical joke, but on mounting one of the old-fashioned chairs, I looked along the top of the wardrobe, but discerned nothing. So I gathered up the piece of cord, held it in my hand with curiosity for a few moments, and then wondering who had any object in playing such a prank, turned in and slept soundly till morning. I had scarcely sat down to breakfast in the small upstairs coffee-room--which is used in winter--when I was summoned to the telephone, where Ray predicted that the mysterious Mr. Smith would soon return, and if he did, I was to betray no interest in him whatsoever, and above all, avoid any friendship. Such instructions mystified me. But I had not long to wait for the return of the man who called himself Smith, for he arrived just as it was growing dusk. After dinner I was seated in front of the blazing fire in my room, smoking and reading the _Courier_, when I heard a man in heavy boots pass my door, and recognised his low, hacking cough as that of the occupant of No. 11. I opened the door, and peering forth saw that he was dressed in his loose mackintosh and cap and carried a stout stick. He was going forth for a night walk! Therefore I slipped on my thick boots and coat and followed. He had turned to the right on leaving the hotel, but in the silence of the night it was difficult, nay, almost impossible, to watch his movements unobserved. For about two miles I went forward, following the sound of his footsteps in the dark night in the direction of Dava Moor, until we entered the forest of Glaschoile, where the footsteps suddenly ceased. I halted to listen. There was a dead silence. The man had realised that he was being followed, and had plunged into the forest. So, disappointed, I was compelled to retrace my steps to the hotel. I tried to telephone to Ray, but was told that late the previous night he had gone out on the car and had not returned. Therefore I remained there, impatient and helpless, the mysterious Smith being still absent. At three o'clock that afternoon the car pulled up before the door and Ray descended. "Put on your coat and come with me," he said briefly. And a few minutes later we were tearing along over the same road which the mysterious Smith had taken in the darkness--the direct road which leads north by way of Dava, away to Forres. Just past the little school house of Dava we left the main road, and striking across the wide, bleak, snow-covered moor for about a mile, suddenly came into view of a wide and lonely expanse of dark water in the centre of the desolate landscape. It was Lochindorb, where, in the distance, we had seen the Kershaw aeroplane alight and sail along the surface.