As the Guard approaches you hear her whispering something in a Language that you can't understand.
All of a sudden, the guard starts to tremble, and you realize that his body is deflating. You walk toward him, to see, that his body disappeared.
The only things left are his former Clothes, and a strange golden bracelet. It looks like two connected fish tales, not really touching at the fins.
She sees the confused look on your face, and says:
"This is a magical bracelet. The wearer is able to change his appearance into a human woman, until he or she removes it.
I would really appreciate it, if you would hand it to me, so I can walk on my own."
Still shocked, that she basically killed the guard, who only performed his duty, you think about the options that you have.
Option One would be to hand her the bracelet and just hope that she is pleased with your help.
Option Two would be to take the bracelet and keep it for yourself, which would probably result in turning her wrath against you.