You weren't at all surprised by Walter's betrayal. Deep down, you knew it'd happen. After all, you were well-aware that he was with Millennium for a while now. At first, you stumbled across this information, not thinking much of it until you managed to put the pieces together and eventually realised who he was really working for.

Walter couldn't help but just stare at you with intrigue, he knew that you knew something. But, he just had to make sure, so it wouldn't botch the whole operation.