As the procession was crossing the Bridge of Sant' Angelo, those who stood there heard his awful cries of anguish, as is related in the dispatches of an eye-witness quoted by Sanuto.

Alexander shut himself up in his apartments with his passionate sorrow, refusing to see anybody; and it was only by insistence that the Cardinal of Segovia and some of the Pope's familiars contrived to gain admission to his presence; but even then, not for three days could they induce him to taste food, nor did he sleep.
At last he roused himself, partly in response to the instances of the Cardinal of Segovia, partly spurred by the desire to avenge the death of his child, and he ordered Rome to be ransacked for the assassins; but, although the search was pursued for two months, it proved utterly fruitless.
That is the oft-told story of the death of the Duke of Gandia.

Those are all the facts concerning it that are known or that ever will be known.
The rest is speculation, and this speculation follows the trend of malice rather than of evidence.
Suspicion fell at first upon Giovanni Sforza, who was supposed to have avenged himself thus upon the Pope for the treatment he had received.
There certainly existed that reasonable motive to actuate him, but not a particle of evidence against him.
Next rumour had it that Cardinal Ascanio Sforza's was the hand that had done this work, and with this rumour Rome was busy for months.

It was known that he had quarrelled violently with Gandia, who had been grossly insulted by a chamberlain of Ascanio's, and who had wiped out the insult by having the man seized and hanged.
Sanuto quotes a letter from Rome on July 21, which states that "it is certain that Ascanio murdered the Duke of Gandia." Cardinal Ascanio's numerous enemies took care to keep the accusation alive at the Vatican, and Ascanio, in fear for his life, had left Rome and fled to Grottaferrata.

When summoned to Rome, he had refused to come save under safe-conduct.