Cleo

Cleo is an inmate of dungeon Wrong in Ultima IX.

When the Avatar found her in her cell, she was insisting that it wasn't her who'd killed all the horses of Britannia, but that they'd already been dead. She further insisted that Smith the Horse was hiding in a tree near Paws to prove her innocence to the Avatar.

Trivia

 * Her story is broken. While Smith's body can be found hanging from a tree in Paws (its exact location being revealed in the Ultima IX Clue Book), there is nothing to differentiate it from all the other horses. For unknown reasons, she appears below the horse probably on the zero Z plane of the world map.  Finding her is difficult, but she will reveal Smith's final clue:  "he says that Guardian just made up the Elemental Titans in Pagan, whatever that means."