The story takes place in the afternoon through sunset, in the city of Rome, at a restaurant overlooking the Forum. Two wealthy, middle-aged, widowed women are visiting Rome with their two unmarried daughters. The setting illustrates the power and class from which the women hail, but the Old Rome context, such as the Colosseum, insinuates Roman Empire-style intrigue. The movement from afternoon to sunset indicates the devastation that both women will receive as the story progresses. The story's flashbacks take place in both Rome and New York City.
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