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Assassins Creed III Walkthrough Sequence 5 - Lying Low

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In order to find the exit, follow the rats. You should take the following turns: left, left, right. On your way to the exit you should light up the candles in case you make a mistake. This way you will be able to easily find your way back.

Once you reach the exit you will need to pick the lock on the door. Once you've opened the door the mission will end.