As they go to bed, Annemarie tells Kirsti a story. Kirsti wants to hear about kings and queens, but she falls asleep as soon as Annemarie begins. Annemarie thinks about the real king of Denmark, Christian X. He is different from fairy tale kings, but the people love him. Annemarie remembers the days when her older sister Lise would take her to see King Christian go through the streets on his horse, greeting people. Thinking of Lise saddens Annemarie. Lise died several years ago. Annemarie thinks of a story her father told her about running an errand not long after the occupation had begun. A German soldier saw King Christina coming on his horse, and asked a young man near him who it was. Upon hearing that it was the king, the soldier asked where his protection was, and the young man answered, "All of Denmark is his bodyguard." Annemarie remembers how her father told her he would die to protect the king and so would Mrs. Johansen. Annemarie said she would die for him, too. She had asked why the king wasn't able to protect them from the Nazis. Her father explained that Denmark is a very small country, and other countries that fought were crushed. Annemarie replied that Sweden was not occupied. She remembered seeing Sweden from the shore at her Uncle Henrik's house.
In bed, Annemarie considers how things have changed since the time when her father told the story of the soldier and the young man. Sweden is still free and King Christian is still alive, but her sister Lise is dead. Lise had died in an accident two weeks before she was to marry Peter Neilsen. Annemarie looks at the blue trunk in the corner of her room. It is filled with Lise's trousseau, the linens and goods she was to use as a married woman. Mr. and Mrs. Johansen do not speak of Lise. Peter has not married anyone, and has become serious despite his youth. When Peter comes to the apartment, he talks to Mr. and Mrs. Johansen about things Annemarie does not understand. Annemarie thinks about how her father has changed, too. The only thing that has stayed the same, she concludes, is fairy tales.