“The bald facts,” he said, “are these: This afternoon, at half-past two, Miss Dalby took the train from King’s Cross to Holmwood. This is the train that stops at Densford Junction and is the one in which Burnham travelled. She took a first-class ticket and occupied a compartment for ladies only, of which she was the only occupant. She got out at Holmwood and went straight to the house of our Vice-President, Miss Carleigh--who has been confined to her room for some days--and stayed there about an hour. She came back by the four-fifteen train, and I met her at the station--King’s Cross--at a quarter to five. We had tea at a restaurant opposite the station, and over our tea we discussed the plans for the next demonstration, and arranged the rendezvous and the most convenient routes for retreat and dispersal when the police should arrive. This involved the making of sketch plans, and these Miss Dalby drew on a sheet of paper that she took from her pocket, and which happened to be part of the circular letter referring to the raid. After tea we walked together down Gray’s Inn Road and parted at Theobald’s Road, I going on to the head-quarters and she to her rooms in Queen Square. On her arrival home, she found two detectives waiting outside her house, and then--and then, in short, she was arrested, like a common criminal, and taken to the police station, where she was searched and the remainder of the circular letter found in her pocket. Then she was formally charged with the murder of the man Burnham, and she was graciously permitted to send a telegram to head-quarters. It arrived just after I got there, and, of course, I at once went to the police station. The police refused to accept bail, but they allowed me to see her to make arrangements for the defence.” “Does Miss Dalby offer any suggestion,” asked Thorndyke, “as to how a sheet of her letter came to be in the compartment with the murdered man?” “Oh, yes!” replied Mr. Bawley. “I had forgotten that. It wasn’t her letter at all. She destroyed her copy of the letter as soon as she had read it.” “Then,” inquired Thorndyke, “how came the letter to be in her pocket?” “Ah,” replied Bawley, “that is the mystery. She thinks someone must have slipped it into her pocket to throw suspicion on her.” “Did she seem surprised to find it in her pocket when you were having tea together?” “No. She had forgotten having destroyed her copy. She only remembered it when I told her that the sheet had been found in Burnham’s carriage.” “Can she produce the fragments of the destroyed letter?” “No, she can’t. Unfortunately she burned it.” “Do these circular letters bear any distinguishing mark? Are they addressed to members by name?” “Only on the envelopes. The letters are all alike. They are run off a duplicator. Of course, if you don’t believe the story----” “I am not judging the case,” interrupted Thorndyke; “I am simply collecting the facts. What do you want me to do?”