She wondered who the man was. Was he KGB, out for retribution for Medev? An MI5 Watcher? Or had her snooping in Grosvenor Square finally caught the attention of someone in the CIA who wanted to know what she was up to?

When she couldn’t see him on the bend of the path behind her, she decided she must have lost him, and continued along a quieter stretch of path, passing opposite the statue of Peter Pan that had appeared in the park as if by magic one night in 1912. Knox wasn’t waiting for Bennett in the water gardens, but her tail was. He must have guessed where she was headed and cut across the park while she was on the lake path.

He was no longer playing the part of someone simply out for a stroll. He was standing in the middle of the water gardens, next to its large central fountain and surrounded by its ornamental lakes, scanning the faces of everyone around him.

When he saw Bennett he started to walk towards her, his eyes fixed on hers, and his hand reaching into his bulging document wallet. Bennett didn’t know what he had hidden in there, but she didn’t want to find out He hadn’t just been following her, he’d been stalking her—and now he was about to pounce. Bennett knew she wouldn’t be able to outrun him if she tried to make a break for it across the park, and if she turned back the way she’d come she’d just end up confronting him somewhere secluded where she’d be considerably more vulnerable.

Luckily, she had another option—something he wouldn’t be able to defend against. She walked straight towards him, closing the distance between them. Then, when he was about ten yards away from her, she started to scream.

‘Help! Help!’ she shouted. ‘That man is following me!’

The man froze in place as heads turned first to Bennett and then to him.

‘He’s following me!’ she screamed over and over again. Soon everyone in the water gardens was glaring at them.

‘Leave her alone,’ an old lady with a scarf over her head and a tiny dog at her feet called out.

‘Clear off!’ another added from a bench near the fountain.

The man realised he’d been outmanoeuvred. He slowly pulled his hand out of the document wallet and shot Bennett one last threatening look. She watched him march back across the gardens and down the far side of the Serpentine.

Two young men in bright suits who had been strolling through the gardens arm in arm with their short-skirted girlfriends walked over to her.

‘You alright, miss?’ one of the young men asked Bennett as the man disappeared in the distance.

‘I sure am, mister,’ she replied in her full Midwestern accent. ‘Thank you kindly.’