Based on the story, what does the gray man do with the book after Leonard returns it to him? He returns it to Leonard so the bookstore owner can learn more about psychic powers. He returns it to Leonard so the bookstore owner can sell it to other psychic spies. He leaves it with Kyle so the people searching for him will know where to start looking. He leaves it with Kyle to serve as a warning to the people who sent the young man to find him.
