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To all appearances the best of friends, Lily strolled with Anna Petrovna, self-appointed Nemesis of the royal family and possibly mentally deranged killer, on to the bridge.

‘On no account should you confront Anna Petrovna,’ Sandilands had told her. But how did you break off a discussion with a friendly girl on the relative merits of Lillywhites and Harrods when it came to buying hot-weather clothes? How did you leave in the middle of a laughing disagreement over the comparative virtues of cotton and celanese knickers? How did you make your excuses when your arm was being clutched in apparent friendship?

They leaned companionably over the waist-high parapet and decided that the current was flowing east.

‘There’s a tide running and it’s going out fast,’ remarked Anna, staring into the black water swirling fiercely around the piers. ‘It’s racing along with the current, you see. Anything falling into the water from here – if it survived being sucked down into that whirlpool – would be swept up and come ashore … um … round about there.’ She pointed. ‘The Savoy’s back garden. Let’s test our theory, shall we?’

Catching Lily completely by surprise, she tore the bag from Lily’s shoulder and threw it into the river. Lily squealed and turned on the taller girl, who had reapplied her hold on her right arm, squeezing until it was painful. The only way to attempt to break it was to smash upwards with the left fist at her face and stamp down on her instep at the same moment. Not a difficult manoeuvre. Lily had practised it on bigger and stronger targets. But it would be a desperate move and possibly a noisy one which she’d rather not attempt in a public place with people passing by. A punch in the face would get her out of trouble but she knew that the London bridges were patrolled by beat coppers. Sandilands would not be amused by a report that his plainclothes woman policeman had been arrested for an attack on a Russian aristocrat on Westminster Bridge.

‘Why did you do that? It was my grandfather’s bag. And very precious to me,’ she said, hoping to elicit a response she could understand.

‘Inherited goods mean nothing. They weigh one down. There it goes – the sweat, the screams, the bloodstains. The memories. It’s not popped back up again … it’s settling to rot on the river bed. Gone.’

‘I haven’t much of a past to let go,’ said Lily. ‘I can’t afford to be so cavalier with the little I have.’

‘Poor creature.’ There was no sympathy in the voice. ‘You are upset by the loss of a dirty old bag? I have lost the world. A country. A family. A fortune. A name. All I have left is my life and what is that to anyone? An embarrassment. An anachronism. Even a threat. I’ve become a danger to Aunt Tizzi and my own people. Time to move on.’ Her eyes were drawn in fascination again to the water. ‘They tell me this is the most popular spot in London for suicide. One sees why. How those dark depths call one to oblivion!’

She dropped Lily’s arm and edged a few paces further on to the bridge. She put her hands on the parapet, leaning dangerously forward to stare into the river.

Lily sidled after her. She recognized suicidal despair in the girl’s voice and at last realized why she’d been brought here. Many people killed themselves quietly, dying alone in holes and corners all over London, hugging their unbearable sorrows to their breast. But some – those who seemed to bear a grudge against society – preferred to go with a flourish, screaming out their hatred … or their guilt. Lily knew with a chilling certainty that she’d been chosen, lured on to the bridge, to hear the last words, to witness such a death.

‘I’ve stood here before, you know. Many times. Never quite having the courage … and always stopped by the same thought. Do you suppose, Lily, that if one were to jump, and … natural impulses changed one’s mind at the last moment, one could swim to the bank from here?’

Lily prepared to share her suffering and her speculation. She looked down into the water and shuddered. ‘It’s possible,’ she lied. ‘You might survive. But of course it would depend on the strength of the undertow and the swimming skill of the jumper. Only a strong swimmer would make it. You’d have to be very certain that you really wanted to die and weren’t just calling attention to your own sorrow.’ She remembered with a stab of pity that the moody girl at her side was the survivor of rape, slavery and goodness only knew what other horrors. Horrors which, if Sandilands and his psychiatrist had it right, had affected her mind with the destructive force of unremitting shelling.

Alert to the slightest hint of a suicidal move, Lily closed in on Anna. She assessed her chances of preventing a determined dive off the bridge as poor. The girl was taller and stronger; her arms appeared well muscled from weeks of hotel work. And she was as tense as a bowstring.

Lily scanned the bridge. She needed help. This would be a good moment to catch sight of the police patrolman approaching. Not a sign of him. A few tourists wandered from side to side at the far end, chirruping and pointing. Too slow to react … useless.

Talk. Calm reason. Understanding. That was her best – her only – tool.

‘You’ve been half in love with easeful Death? I can understand that. Very well. Let the past go then, Anna,’ Lily said. ‘But I’m wondering whether you have the same disregard for the future. You have a future. Have you had a chance to consider the offer I left with the princess? Is that what you’re doing here? You’ve chased after me to thank me for handing you a new life and an old friendship?’ She was trying for a lighter note in a conversation whose sense she could barely grasp.

‘Nonsense! You haven’t seen it at all, have you? This letter, purportedly from a friend in California, is an elaborate charade! You want to be rid of me.’ Her laughter was sharp and scathing. ‘Who but the English, sensing a threat to their Establishment, would hold back their secret police killers and send in a single girl armed with a few sheets of paper? This is a parlour game – an entertaining piece of whimsy!’

She took Sam Scrivener’s page of meticulous work from her pocket, tore it in two and threw it after the bag into the river. She leaned far over to watch the pieces swirl and dance on the dark surface, drawing a cry of concern from Lily.

‘May I expect to see the tickets for the Hirondelle follow?’ she asked, reaching out to take Anna’s arm. She was beginning to lose patience with this haughty girl but she would never allow her to jump. She persevered. ‘It would be a pity not to see the western ocean. We have a poet I think you must like – a man who died young … no older than we are, Anna. Keats had never set eyes on the Pacific … was never likely to have the chance … but he wrote four lines which would make anyone yearn to do that.’

She murmured them, careful not to allow emotion to take over.

‘… like stout Cortez when with eagle eyes

He star’d at the Pacific – and all his men

Look’d at each other with a wild surmise –

Silent, upon a peak in Darien.

‘It’s all about eagerness to seize the next experience, to watch the next horizon come into view … the elation of discovery.’

‘Ah, that was you, the line of verse? You have strange skills for a policewoman. The tickets? Entirely appropriate and welcome. Those I shall keep and use. But not for the reason you ascribe to me. Do you think I could be deceived by a clumsy lie? Fools! What an irony. There will be no wild surmise for me on the heights … no Russian welcoming committee on the quay.’