Duvall, upon discovering that the address of Miss Marcia Ford was on West 57th Street, but two doors from the building in which the Morton apartment was located, began to feel that he was on the right track. He had known, ever since his first day upon the case, that the mysterious messages found in Ruth Morton\'s bedroom had been placed there by some ingenious but perfectly natural means. The apparition that had so startled the girl upon her last night at the flat was capable, of course, of some reasonable explanation. When he left Mr. Baker in the morning his plan had been to go to Mrs. Morton\'s apartment and once more investigate all possible means of entrance, hoping that, by finding out how the messages were delivered, he might also be able to find out by whom. It was for this reason that he had asked Mrs. Morton for the key to the apartment.

Now the question seemed in a fair way to being answered for him. The fact that this girl\'s room was located so near to the Mortons\' apartment could not be a mere coincidence. There must be, between her room and the Morton flat some means of communication, although of what nature he could not now surmise. Fully convinced, however, that he might very soon find out, he hurried up to Fifty-seventh Street and walked along until he reached No. 162.

The house was, like that which immediately adjoined the apartment building, an old-fashioned one, of brown stone, with a high front stoop. It presented an appearance which, if not exactly dilapidated, was yet in strong contrast to the neat appearance of its neighbors. A printed card in one of the lower front windows indicated that roomers were wanted.

It was just the sort of place that Duvall had expected to find—just the sort of place in which a working girl like Marcia Ford would live. Located in a very excellent neighborhood, surrounded by apartment buildings and houses of the best type, it still could afford to rent rooms at the moderate figure that one of her class could pay. He went up the front steps and rang the bell. "Is Miss Ford in? Miss Marcia Ford?" he asked.

The servant who came to the door, a neatly dressed German girl, shook her head.

"No, Miss Ford is not in. She usually gets back about half past six."

Duvall glanced at his watch. It was not yet three o\'clock. He realized that he had a long wait before him.

"Will you leave any message?" the girl asked.

"No. It is not important. I will come back." Descending the steps he walked slowly in the direction of the apartment building, two doors away.

Entering, he made his way to Mrs. Morton\'s apartment. The place was just as they had left it, two days before. The windows had all been tightly closed and fastened, and there were no further mysterious messages lying about. Once more Duvall went to Ruth Morton\'s room, and opening the two windows looked out.

His investigations, however, told him no more than he had learned before. The three dormer windows in the home next door gazed vacantly down at him, their windows covered with cobwebs and dust. The impossibility of anyone making their way from even the nearest of them, to the window where he stood, was manifest. And that a long rod or pole could have been utilized to introduce the letters into the girl\'s room was even more impossible. He shook his head, then turned to the other window, that facing upon the fire escape.

Here, as on the occasion of his previous examination, the smooth glossy surface of the freshly dried paint showed no marks, except those he had himself made during his former visit. And yet, as his eyes searched the grated surface, he saw that there was something there, something that had not been there before. He reached out and picked it up.

It was a woman\'s handkerchief, a tiny square of lace-edged linen, of an inexpensive variety. But it was not the mere presence of the handkerchief that so interested him. It might readily have belonged to Miss Morton herself, and have been accidentally dropped from the window. There were two things about this particular handkerchief, however, that marked it as a clue of the utmost value. One was the fact that in its corner was embroidered an initial, the letter "F." The other was that two of the corners of the handkerchief were knotted together, as though it had been tied about someone\'s wrist, for what reason, he could not imagine.

The latter feature puzzled the detective greatly. He could not form any hypothesis to account for it. If the Ford woman, as indicated by the presence of the handkerchief, marked with an "F," had been on the fire-escape, why were there no tell-tale marks to indicate it? And if she had not been there, why was her handkerchief found there, knotted in this peculiar way? Had it formed part of some apparatus, some device, made of a pole and a cord, for inserting the threatening letters through the window? If so, it might, of course, have become detached while the device was being used. Duvall remembered that he had not examined the fire escape on the night when the astonishing apparition had appeared beside Ruth Morton\'s bed, because the window opening on the fire escape had been closed and locked. Had the handkerchief been left there then? He sat for a long time in the deserted library, trying to hit upon some reasonable theory to explain the matter, but his efforts resulted in failure. Not the least confusing feature of the affair was the fact that the woman, Marcia Ford, was not the woman he was seeking. He had seen her at the studio that morning, and knew that she was not the one who had escaped from the cab the night before. Were there then two working together? If so, he would, through the Ford girl, in all probability be able to trace her confederate. He waited patiently until the waning afternoon light told him that it was time to begin his watch before the house at number 162.

Across the street a residence, closed for the summer, its front entrance boarded up, afforded him a convenient place to wait. He sat down upon the steps, and pretended to be occupied with a newspaper. His eyes, however, sought constantly the doorway opposite.

A number of persons entered the place, during the next two hours, but Marcia Ford was not amongst them. As the darkness began to approach, and lights in the streets and houses flared up, Duvall rose, crossed the street, and stationed himself at a nearer point, from which he might the more certainly identify anyone entering the house. Miss Ford, however, failed to appear.

From the sign in the window, to the effect that roomers were wanted, Duvall concluded that the Ford girl did not take her meals in the house. His watch showed him that it was nearly seven. Doubtless she had arranged to dine before returning home. In a flash it came to him that his opportunity to make an examination of her room was now at hand.

To secure entrance to the room by the usual channels was clearly out of the question. The people at the boarding house would, of course, not permit it. But could he discover the means of communication, whatever they were, between Miss Morton\'s apartment and the girl\'s room, he might be able to enter the latter unknown and unobserved. He had thought of attempting this during the afternoon, but realized that he could not hope to accomplish it, in broad daylight, without being seen by the occupants of the neighboring buildings, and perhaps arrested as a burglar or sneak thief.

With a last glance down the street, he hastened back to the apartment building and made his way to Mrs. Morton\'s flat. Passing quickly through Ruth Morton\'s bedroom, he climbed out upon the fire escape and looked about.

Below him were the rear yards of the houses fronting on the next street. To the right he could see the bulk of the apartment building, blocking his view of the avenue beyond. To the left were the rear buildings of the adjoining houses. It was quite dark, the sky was starless, but all about him gleamed the lights in the windows of the neighboring buildings.

Neither to the right, nor to the left was there any possible way by which access to the point where he now stood could be gained. From below, it was possible, although his previous examination had showed him both the fact that the newly painted surface of the fire escape was unmarred, and that the ladder at the lower floor was drawn up some nine or ten feet from the ground. He felt certain that Miss Ford had not reached Ruth\'s room in that way.

He glanced upward. The fire escaped stopped at the level of the floor above. To ascend from it to the roof was impossible.

Remembering that the top apartment was vacant, Duvall re-entered the building and hunting up the janitor, told him that he desired to get out on the roof.

The man remembered him, from his first visit, and the inquiries he had then made about the tenants of the apartment above.

"I am making some special inquiries on Mrs. Morton\'s behalf," he explained. "You can go with me, if you like, to see that I do nothing I shouldn\'t."

The janitor joined in his laugh.

"I\'m not worrying," he rejoined, "but I\'ll go along, just the same, to show you the way." He led the detective up one flight of stairs and, going to the end of the outer hall, unlocked and opened a small door beside the elevator shaft. A short spiral staircase was disclosed.

Snapping on an electric light, the man ascended the steps, and, after fumbling for a moment with the catch, threw open a trapdoor leading to the roof. In a moment both he and Duvall had climbed out upon the tiled surface. Duvall went to the edge which overlooked the house adjoining, and peered down. He at once saw something that interested him.

The house with the dormer windows consisted, as has been previously mentioned, of four stories and an attic. Its roof rose several feet above the level of the window of Ruth\'s room, which was on the fourth floor of the apartment building. But Duvall saw at once that this elevation of the adjoining house did not extend all the way back, but, in fact, stopped a little beyond the point where it joined the apartment. From here to the rear of the lot the building had no attic, its rear extension being but four stories high. In this position on the apartment-house roof, the roof of the back building was at least fifteen feet below him.

Another thing that he noticed at once was the fact that the second house, No. 162, was of almost the same design as the first, that is, it consisted of a main building with an attic, and a rear extension, reaching to the same level as that of the house between. It was clear that if anyone living in the second house could obtain access to the roof of the back building, he would be able to walk across that of the first or adjoining house, and reach a point directly beneath where he stood.

But, granting the possibility of this, of what use would it be? A person on the roof below him would in no conceivable way be able to reach either of the windows of Ruth Morton\'s room. Was it possible that an opening had been made through the wall of the apartment building itself? He thought it unlikely, but determined to investigate.

"I must get down on that roof below," he informed his companion. The janitor grinned.

"How are you going to do it?" he asked.

"Haven\'t you a ladder—a rope?"

The man thought a moment.

"I\'ve got a short ladder in the cellar, only about eight feet long, I guess. I\'m afraid it would not do."

"Yes it would," replied Duvall, pointing to the roof of the attic portion of t............