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"Mr. Grex of Monte Carlo" is an interesting play of intrigue between the Grand Duke Augustus Peter of Russia, whose incognito is Mr. Grex, an English Secret Service agent, Lord Huntersley and a young American millionaire on pleasure bent, Richard Lane. Mr. Grex and two other diplomats who unofficially represent France and Germany, plan to meet as if by chance in Monte Carlo for the purpose of arranging a secret pact.