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For Aulus to play the intellectual was fine with me. He wanted the kudos of saying he had studied at Alexandria, whilst I could use an agent in the Library. If he failed to worm his way in by himself, I would have to fix it with the Prefect, but our cover would look better if Aulus got his feet under the reading-tables independently. Besides, I hate prefects. Begging for official favours never works for me.

Egypt has been kept as a personal jewel case for the emperors, ever since Octavian – subsequently renamed Augustus – sank Antony's ambitions at the Battle of Actium. Since then, emperors clung on to this glittering province. Others are governed by ex-consuls, but not Egypt. Every emperor sends trusted men of his own to run the place – equestrians, often ex-palace slaves – whose task is to siphon its rich resources straight into the imperial purse. Senators are officially forbidden to set foot in Nile mud, lest they get ideas and start plotting. Meanwhile, Prefect of Egypt has become a sought-after job for middle rank officials, second only to heading the Praetorian Guard. These men can be political heavyweights. Eight years ago it was a Prefect of Egypt, Julius Alexander, who first acclaimed Vespasian as Emperor and then, while Vespasian manoeuvred to clinch his accession, provided his power base in Alexandria.

I disapproved of emperors, whoever they were, but I had to earn a living. I was a private informer, yet from time to time I carried out imperial missions, especially where they helped fund foreign travel. I had come here on a 'family visit' but it did contain a chance to do work for the old man. Helena knew that, naturally, and so did Aulus, who would help me with it. What I was not sure, was whether Vespasian had bothered to inform the current Prefect I had been informally commissioned.

Let's say, meeting the Librarian this evening was a little too soon for me. I like to get the measure of an investigation by myself, before I tangle with the principals.

But tourism came first: Alexandria was a beautiful city. Neatly laid out, it made Rome look as if it had been founded by shepherds – as indeed was true. The Sacred Way, meandering into the Forum Romanorum with grass between its haphazard stone slabs, was like a sheep track compared to glamorous Canopus Street. The rest was no better. Rome has never been given a formal street grid and that's not just because the Seven Hills get in the way. In domestic situations, Romans do not take orders. I doubt if even Alexander of Macedon could instruct an Esquiline copper-beater how to orientate his workshop; it would be inviting a sharp blow with a hammer to the heroic Macedonian skull.

Helena and I wandered through as much of this noble city as we could manage, given that I became grumpy as an admiring visitor and she was four or five months pregnant – another reason we had rushed to accept my uncle's invitation. We came as early in the year as we could sail. Soon Helena would cease to be mobile, our mothers would insist she stayed at home, and if we waited until the birth was over there would be – we hoped – an extra infant to drag around with us. Two was quite enough, and having a relative's house here to dump them in was a boon. This might be the last time sightseeing was feasible for the next ten or twenty years. We threw ourselves into it.

Alexandria had two main streets, each two hundred feet wide. Yes, you read it correctly: wide enough for a great conqueror to march all his army past before the crowds got sunburned or for him to drive along several chariots abreast, chatting with his famous generals as they occupied their own quadrigae. Clad with marble colonnades for its entire length, Canopus Street was the longest, with the Gate of the Moon at its western end and the Canobic Gate in the east. We hit it around the middle, from where the gates would be just distant dots if we could see past the milling crowds. Running through the royal quarter, Canopus Street intersected with the Street of the Soma, named for the tomb to which Alexander the Great's embalmed body had been brought after he died of wounds, weariness and drink. His heirs struggled to possess his remains; the first of the Ptolemies snatched the corpse and brought it to lend renown to Alexandria.

If the tomb of Alexander seemed rather familiar to us, that was because Augustus copied it for his own Mausoleum, complete with plantings of cypress trees on its circular terraces. Alexander's was substantially larger, one of the tallest buildings at the city centre.

Naturally we went in and inspected the famous body, covered with gold and lying in a translucent coffin. Nowadays the coffin lid was sealed, though the guardians must have given access to Augustus after the Battle of Actium, because when that reprobate pretended to pay his respects, he broke off part of Alexander's nose. All we could make out was the hero's blurred outline. The coffin seemed more like sheets of that stuff called talc than moulded panes of glass. Either way, it needed a sponge down. Generations of gawpers had left smeary fingerprints while sand dust had blown in everywhere. Given that the illustrious corpse was now almost four hundred years old, we did not complain about lack of closer contact.

Helena and I had a witty discussion about why Octavian, Julius Caesar's great-nephew, had taken it upon himself to destroy Alexander's best feature – that nose so gloriously embodied in elegant statues by his tame sculptor Lysippus. Octavian/Augustus was obnoxious and self-satisfied, but plenty of Roman patricians have those faults without attacking corpses. 'Horseplay,' explained Helena. 'All generals together. One of the lads. ''You may be Great – but I can tweak your nose!'' – Oh dear, look; it's come off in Octavian Caesar's hand… Quick, quick; stick it back and hope no one notices.' Undeterred by convention, my darling leaned down as close as she could get to the opaque dome and tried to see whether custodians had glued the nose back on.

We were asked to move along.

The Soma was just one feature of the grandiose Museion complex. A Temple to the Muses sat in a huge area of formal gardens, within which stood phenomenal buildings dedicated to the pursuit of science and the arts. It had a zoo, which we left for another day when we could bring the children. It was also home to the legendary Library and other handsome accommodation where scholars lived and ate. 'Tax-free,' said Helena. 'Always an incentive to intellectuals.' I was not yet ready to explore the seat of learning. We refreshed ourselves strolling among the shady terraces and water features, admiring the stork-like ibises who dipped their curved beaks in the elegant canals, where lotuses were in flower in brilliant blue. I plucked an opening bud to present to Helena; its scent was exquisite.

Later we strolled towards the sea. We came out at the end of the narrow causeway that linked the mainland to Pharos Island. This causeway was called the heptastadion because it was seven Greek stades long – about four thousand feet, I reckoned by eye – more than we wanted to tackle that day. From the docks on the Great or Eastern Harbour, we had a good view of the Lighthouse. When we sailed in yesterday, we had been too close to look up and see it properly. Now we could appreciate that it stood on a spur of the island, set within a decorative enclosure. Overall, it rose to about five hundred feet. The tallest man-made structure in the world, it had three storeys – an enormous square foundation, which supported an elegant octagon, which in turn held up a round lantern tower, topped off with a great statue of Poseidon. Back in Italy, the lighthouse at Ostia was built to the same pattern, but I had to concede it was no more than a feeble imitation.

Part of Pharos Island, together with the heptastadion, formed one enormous arm around the Great Harbour. On the shore side, where we were, lay various wharfs; some encircled sheltered docking areas. Then away to our right, near where we were staying with Fulvius, another promontory called Lochias completed the circle. On this famous peninsula, we knew, many of the old royal palaces stood, the haunt of Ptolemies and Cleopatras long ago. They had had a private harbour and a private island they called Antirrhodus because its gorgeous monuments rivalled Rhodes.