At dinner that evening, he announced his intentions to the family. “I’m mounting a voyage to find our father,” he said.

They were incredulous. Others had tried and failed to find their father already, they reminded him. Searches had been financed by the emperor, but no trace of the man or his expedition had ever been found. Did he, a merchant who had never sailed anywhere but his safe trading routes, really expect to have better luck than they did?

“I can do it, you’ll see,” said Zheng. “I just have to find the island he went searching for.”

“You would never find it even if you were the world’s best navigator,” said Aunt Xi. “How can you find a place that doesn’t exist?”

Zheng left determined to prove his family wrong. The island did exist, and he knew just how to find it: he would stop taking his sleep medicine and let his dreams guide him. If that didn’t work, he would listen to the whales!

His first mate tried to discourage him, too. Even if the island existed, he said, every mariner who had claimed to see it swore it couldn’t be reached. They said it moved in the night. “How can you land on an island that runs away from you?” the first mate asked.

“By commissioning the fastest ship that’s ever been built,” Zheng replied.

Zheng spent the bulk of his fortune building that ship, which he named Improbable. It nearly bankrupted him, and he had to issue promissory notes to hire the crew.

His wife was livid. “You’ll land us in the poorhouse!” she cried. “I’ll have to take in laundry just to keep from starving!”

“I’ll fill my pockets with rubies when I find Cocobolo,” Zheng replied. “When I return I’ll be richer than ever. You’ll see!”

The Improbable set sail. It was rumored Cocobolo lay southwest of Ceylon in the Indian Ocean, but the island had never been spotted in the same place twice. Zheng stopped taking his sleep medicine and awaited prophetic dreams. In the meantime, the Improbable made for Ceylon.

Along the way they flagged down other vessels, seeking word of Cocobolo. “I saw it on the eastern horizon three weeks ago,” said a fisherman, pointing into the blue. “Toward the Arabian Sea.”

Zheng’s sleep had been disappointingly dreamless, so they sailed east. In the Arabian Sea they met a ship captain who told them he’d spotted it two weeks prior. “In the west, near Sumatra,” he said.

By then Zheng had begun dreaming, but the dreams had been meaningless—so they sailed west. At Sumatra, a man shouted down from a sea cliff that Cocobolo had been seen in the southeast, near Thinadhoo. “You just missed it,” he said.

And so the voyage went for several months. The crew became restless, and there were whispers of mutiny. The first mate urged Zheng to give up.

“If the island was real, we would have found it by now,” he said.

Zheng pleaded for more time. He spent that night praying for prophetic dreams, and the next day belowdecks with his ear pressed to the hull wall, straining to hear whale song. Neither songs nor dreams came to him, and Zheng began to despair. If he returned home empty-handed, he’d be flat broke and still without a cure. His wife would surely leave him. His family would shun him. His investors would refuse to back him, and his business would fail.