"I don't know; I didn't even see her. She saw Lady Balscombe and then left the house, between eleven and twelve." "How do you know?" "My maid told me." "And what time did Lady Balscombe leave?" "I don't know. I did not see her again that night. She went to bed because of her headache, and, I suppose, departed early in the morning to catch the train to Shoreham." "Where was Sir Rupert all this time?" "He had been down in Berkshire, but arrived some time before twelve--he and Lady Balscombe had quarrelled lately and occupied different rooms. Besides, he went off to his club on arriving in town, so he would not know of her flight till the morning." "Did she leave a letter for him?" "I suppose so; but why do you ask all these questions?" "Because I want to save my neck, if possible. The woman who was murdered is said to be Lena Sarschine, whom I saw during the day. I saw a woman in Calliston's rooms on the same night, whom the detective thinks was the same person. Now, between the time I left the chambers and the time I met Spencer Ellersby I was wandering about the streets and, as I spoke to no one, I cannot prove an alibi. Ellersby met me coming up St. James' Street, and the scene of the crime was not far off, so, if I am arrested, circumstances will tell very hard against me. Nobody will believe my assertion that I did not see the dead woman that night, and I cannot prove it without breaking my promise." "I see what you mean, but what has Lady Balscombe to do with it?" "Simply this. I am anxious to find out if Calliston really left town on that night, because I want to know if he had anything to do with the death of his mistress. He left his chambers to catch the ten minutes past nine train from London Bridge; but did he catch it? I think not, because he would not have left town without Lady Balscombe, and from your own showing, she did not leave her house till early on Tuesday morning. So I think Calliston must have remained in town at some hotel, where she joined him, and they went down to Shoreham by the first train in the morning." "But you don't think Calliston killed this woman?" "No, I don't think so," he answered thoughtfully. "I really don't think so, but I would like to have all his movements on that night accounted for. As for myself, I am in a very awkward position, for, if arrested, I cannot extricate myself from it till Calliston returns." "Why?" "Because till his yacht comes back I cannot prove my innocence." "But you are innocent?" "Yes; can you doubt me?" "I was certain of it." "I hope the jury of twelve good and lawful men will be as certain," he replied grimly, as they walked away.