I haven’t the least idea what such young ladies expect a man to do. But I really think that you had better not meddle with little American girls that are uncultivated, as you call them. You have lived too long out of the country. You will be sure to make some great mistake.

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In early spring, Winterbourne encounters Daisy and Giovanelli at the Palace of the Caesars. When Giovanelli leaves them alone for a moment, Daisy accuses Winterbourne of judging her relationship with Giovanelli. Winterbourne responds that everyone judges her. She asks why he doesn’t defend her, and he tells her he does and that he informs people of her mother’s belief that she and Giovanelli are engaged. Daisy says that they are engaged, and then, suggesting that Winterbourne doubts her, she says they are not.

One night, on his way home from a dinner party, Winterbourne decides to look at the Coliseum by moonlight and is shocked to discover Daisy there with Giovanelli. The two are standing together at the base of the great cross in the center. Winterbourne decides then and there that Daisy is not the kind of young woman with whom he needs to concern himself. He feels relieved and also angry with himself for having spent so much time trying to figure out how he should think about Daisy.

Still, Winterbourne cannot bring himself to leave the Coliseum without warning Daisy of the danger in which she has placed herself, since the ancient arena is well known as a breeding ground for malaria. He goes forward and asks sharply how long they have been sitting there. “All evening,” Daisy says gaily.

Winterbourne suggests they leave immediately and advises Daisy to take some pills that she says Eugenio can give her. When Giovanelli goes for a carriage, Daisy asks whether Winterbourne believed her the other day when she said she was engaged to Giovanelli. Winterbourne says it doesn’t matter what he believed. Daisy asks what he believes now, and he says he believes “it makes very little difference” whether she is engaged or not.

Within days, news reaches Winterbourne that Daisy is gravely ill. Mrs. Miller, who proves a tireless and devoted nurse, tells Winterbourne on one of the occasions when he visits that Giovanelli has not come near them since Daisy fell ill. She also passes on a message that Daisy, in one of her lucid moments, asked her to give to Winterbourne. The note states that she was never engaged to Giovanelli and that she wonders if he remembers the time they visited that castle in Switzerland.

A week later, Daisy dies and is buried in the famous Protestant Cemetery in Rome. At her funeral, Giovanelli tells Winterbourne that Daisy was “the most beautiful” and “the most amiable” young lady he ever saw. He adds, “She was also the most innocent.” Winterbourne asks why in the world Giovanelli took her to the Coliseum that night. “If she had lived I should have got nothing,” Giovanelli says, meaning that Daisy would never have married him.