Who is Lily's father?

Sure, if you need to know.
Spoiler Warning for the casual reader CLOSE BROWSER NOW.
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It was King Abdullah.

She recieves the million dollars anonymously through bank cutouts, with the note, "To my daughter belatedly, with love". There follows a conversation with her mother in which Lili says that the Lucinda Lace story should have led her to believe it was the officer from the photo "Neil Carstairs who was Nicholas Cliff", the one who died years ago. She's knows it is still fiction however, and demands her mother come clean. Mom tells her, "You are of royal blood". But Lili had made it known that she would not reveal her father if she recieved the money. Lili struggles. Will she keep her word?

So she has a live press announcement with everyone present and declares her father to be... Neal Carstairs, and says very nice words about him. The King is visibly relieved. Lili has grown as a person, finally become healed enough to do this, everyone is happy and redeemed. The End.

whoops! Terrible to miss the end! Lili's father is King Abdullah of Sidon. At the Valentine's dance after Pagan refsued him, He found a sobbing Judy alone. They went back to his suite and he forced himself on her. Naturally guilt and shame bothered Judy, who never told Pagan, who, of course, is in love with Abdullah. Abdullah for his part was also ashamed, he took Judy simply because she was Pagan's friend. In a muslim country rape is a captial offense. Lili knows the truth, but keeps it secret because Abdullah pays the ransom and the truth would destory Pagan. Pretty cool, huh?

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didn't she sleep with him in the first one?