Daughters of Destiny by L. Frank Baum

Janet and Bessie had continued their morning rides with Dirrag, notwithstanding the unpleasant meeting with Prince Kasam, which, although duly reported by the warrior to the Khan, had not been deemed of sufficient importance to interrupt their pleasure.

But since then Dirrag had led them through the valley to the south and east, where the country was more thickly settled, and avoided riding very far from the walls.