The Mantuan ambassador in Rome reported this to the Marchese Gonzaga, May 6th, and also wrote him on the fifteenth as follows: "The illustrious Lord Giovanni will certainly set out Monday or Tuesday accompanied by all three ladies, who, by the Pope's order, will remain in Pesaro until August, when they will return."[32] Sforza's departure must have taken place early in June, for on the eleventh of that month a letter from Ascanio was sent to his brother in Milan informing him that the lord of Pesaro with his wife and Madonna Giulia, the Pope's mistress, together with the mother of the Duke of Gandia, and Giuffre, had set out from Rome for Pesaro, and that his Holiness had begged Madonna Giulia to come back soon.[33] Alexander had returned to Rome from Vicovaro, July 18th, and on the 24th he wrote his daughter the following letter: Alexander VI, Pope; by his own hand.
DONNA LUCRETIA, DEAREST DAUGHTER: For several days we have had no letter from you.

Your neglect to write us often and tell us how you and Don Giovanni, our beloved son, are, causes us great surprise.

In future be more heedful and more diligent.

Madonna Adriana and Giulia have reached Capodimonte, where they found the latter's brother dead.

His death caused the cardinal and Giulia such distress that both fell sick of the fever.