living quietly in her old home in Vermont. In that time she had never heard from Jim Colter nor of him, except what the girls had written in their letters. Their meeting in New York had been entirely formal and without a word of private conversation. Yet now it was the thought of Jim's sorrow and indignation, should anything have happened to his baby, Frieda, that Ruth found the hardest thing she had to bear. For had she not once acted as Jim Colter's upright judge? What now must be his judgment of her?

Several hours of this interminable afternoon were spent by Jack and Olive waiting in the ship's office for answers to their Marconigrams. But, when the answers finally did arrive, the news was only discouraging: "Frieda had not been seen by either Jim or Ralph or by any one of their acquaintances since the sailing of the Martha Washington."

Yet, notwithstanding the many hours of searching and distress, Jean's new friend had never deserted them. She had not even gone to her own room to remove her coat and hat. Indeed, her whole time had been spent in encouraging Ruth, in making suggestions to the three girls, and in having her maid and man do whatever was necessary toward assisting them. Still no one of the Ranch party even knew her name.

Twilight had come and the lights were shining brilliantly everywhere over the big ship. A fog horn had sounded and suddenly Jean felt that she could bear the suspense no longer. She must break down, yet no one of the others must see or hear her. Slipping out into a dark passageway, she hid herself and cried for half an hour. Then making up her mind that since nothing more could be done toward finding Frieda, she might at least devote herself to comforting Ruth, she walked quietly back into Ruth's stateroom. There she found their new friend just in the act of leaving.

"You will be better by yourselves for a little while," she was saying, holding Jack's hand in one of her own and Olive's in the other, while looking sympathetically at Ruth. "My man will see that dinner is served in your room, and by and by I will come again to say good-night. You must not lose courage. The American girl never loses courage or ceases to fight while there is still work to be done."

Having for the moment forgotten herself and her own sorrow, Jean became more aware of their new acquaintance's unusual sympathy and kindness.

"You have been wonderfully good to us," she began chokingly, "and perhaps at some time we may be able to show you our great appreciation. But tonight, tonight—" and Jean could get no further. Then, summoning more strength of character, she continued, "I wonder if you would mind telling us your name? You must already know most of our history, as we have talked so much of ourselves in speaking of Frieda."

For a moment Jean's friend appeared to be hesitating. Perhaps she did not wish to talk of herself, for she was now looking as weary as Ruth and the Ranch girls.

"You must not think I am not a fellow countrywoman when I tell you my name," she replied slowly, and with the slightly foreign accent which the girls had neglected to notice in their distress. "I was once a western girl myself, oh, many years ago, in a little mining town. So I was able to recognize you as soon as I saw and heard you talking. Now I am an Italian, however, or at least my husband is. My name is Beatrice, the Princess Beatrice Colonna."

Jean actually gasped out loud. Here she had been talking to a real live Princess without knowing it, when in her most romantic moments she had only conceived of a literary one.

If they had not been in such great trouble over Frieda, how thrilling this meeting would have seemed! Yet, except for their sorrow, they might never have spoken to the Princess. And now here she was standing right in their midst talking just like any one else!

A moment later and she had vanished with these parting words:

"Promise me not to be too unhappy while I am gone. And perhaps when I return we may have devised some better scheme for finding your little Frieda."

CHAPTER II

For the past year the girls and Ruth had been planning this trip to Europe. When the school year at Miss Winthrop's had closed and Jack had concluded her trying experience at the New York hospital, the girls, escorted by Jim Colter, had gone home to the Rainbow Ranch. In the autumn they then intended to join Ruth again in the east and set sail. However, when the fall came around, Jack was not so well, affairs at the mine were in a kind of a tangle and Olive's grandmother desired her to spend another school term at Primrose Hall. So the European journey had been postponed until the following spring. Now it was early March and the Rainbow Ranch party was starting forth upon the Mediterranean trip. Their plan had been to stop over for a day in Gibraltar and afterwards to see Italy thoroughly before entering any other country.

However, on this, their first evening at sea, when they had anticipated so much happiness, there was but one question and one desire in the hearts of Ruth, Jack, Olive and Jean.

How could they bear the ten unendurable days before their ship reached Gibraltar and the second ten of their return journey to New York?

For Ruth and the girls had finally concluded that Frieda had never sailed on the Martha Washington. Of course a few passengers had been discovered who claimed to have seen a young girl answering Frieda's description. However, no one would swear to it. And even if Frieda had fallen overboard, surely some one would have seen or heard her. Her disappearance had taken place among a crowd of apparently well-dressed and well-behaved people. It hardly seemed possible that she could have been kidnapped. Nevertheless the steerage had been quietly investigated without the slightest clue having been established.

It was the old story that was once more repeating itself. Nothing seems more improbable than that any one whom we know and love can suddenly vanish without leaving a trace of his or her whereabouts. Yet when this actually does take place, no one has a sensible suggestion to make. All is confusion, uncertainty and at last despair.

However, neither Ruth nor any one of the three Ranch girls were making any noise, so that they suddenly became aware of a movement down the short hall leading to Ruth's room. And then followed a knock at the door.

Ruth turned over, facing the wall. "The steward is bringing our dinner. Do please do your best to eat something, girls, for we shall need all our strength," she pleaded.

Jacqueline shook her head. "Not tonight. If you will let me get away to myself for a few hours I shall be stronger by tomorrow."

For the first time there was something in Jack's voice that brought her chaperon, cousin and friend to a quick realization of their own weakness. For, although Jack's right to sorrow was certainly greater than theirs, until now, had she not been the strongest and most hopeful of them all? And this when two long years of illness had left her far from