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In the short story The Chess Problem (later chapter 11 of The Big Four), Madame Gospoja is a wealthy Russian widow. According to Japp, her husband was a "super-profiteer" under the old regime. Gospoja was said to have had an affair with the chess master Dr Savaronoff. When she died (which was some time before the events in the story), she left what was apparently an immense fortune to Savaronoff.

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