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I do not think the third murderer is Macbeth, but it is an interesting idea. More than likely he was sent to spy on the other two murderers. I always saw him as evidence of how Macbeth really trusts no one at this point. After all, he sent a third murderer to join the other two! He does not even trust his murderers!
The question you ask cannot be answered with an absolute sure response. Only Shakespeare knows the answer, but we can make conjecture. Any of the answers you suggest are possible as is the possibility that the third murderer was simply a mistake that somehow got into the play. Most of the plays were gathered from scripts that the actors of Shakespeare's plays had and the gathering was done after Shakespeare died, so there are some discrepencies among the plays. The answer that seems most logical however, is that Macbeth, not entirely trusting the two murderers he hired (imagine that, not trusting a killer for hire!), hired a third to check up on the first two. When the first murderer asks the third, "But who did bid thee join with us?", the third responds, "Macbeth". The first then says that Macbeth need not distrust them since they plan to follow the orders given to them by Macbeth. The rest of the lines spoken by the murderers in Act 3, sc. 3 are about Banquo's murder and Fleance's escape. In the following scene, when the murderer tells Macbeth what happened, we don't know which murderer it is (assume it's the first) and no mention is made of the third.
They are all interesting interpretations: and interestingly, I've seen all three of them played in productions of the play.
If it's a messenger from Macbeth, then you emphasise the atmosphere of mistrust (remember Macbeth claims to keep servants "feed" in everyone's house) which grows in the play; if it's Macbeth himself, you turn Macbeth into more of a psychopath who enjoys killing himself (not, actually, in the text); if it's a friend of Banquo's - how does he know about the murder?
None of them are the definitive interpretation: it's just up to what you think about the text. No wrong answers, no right ones. But here's what we know about the Third Murderer.
1) The other two murderers aren't expecting him: he just turns up:
But who did bid thee join with us?
He needs not our mistrust...
2) He's the person who realises that "the son" has fled after someone else struck out the light. Is he cleverer - more cunning - than his two colleagues?
3) He is familiar with Banquo: seeming to correct himself when claiming that Banquo does something "usually"...
Almost a mile, but he does usually -
So all men do - from hence to the palace gate
Make it their walk.
This is a great question and great discussion topic for the classroom.
When teaching Macbeth, I often pose this question at the end of Act III. As was stated above, we will never know the correct answer to the question - but considering the many possibilities is a great way to better understand the play.
I always lean towards the idea that the witches are involved, more specifically, Hecate - the head witch.
The third murderer seems to have knowledge of Banquo's activities
"Almost a mile, but he does usually - so all men do - from hence to the palace gate Make it their walk"
Only are the witches able to make such accurate assumptions about a character - for instance, when Hecate is introduce later in Act III there is a statement made informing the audience that Macbeth WILL come to see them the following morning, and so he does.
Moreover, in assisting Fleance in his escape, Hecate is empowering the apparitions in Act IV and leading Macbeth further down the rabbit hole, so to speak. This notion is further strengthened by Hecates chiding of the witches and their involvement with Macbeth.
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