Johannesburg | When Zambian authorities searched a private jet that arrived from Egypt last week, they found a mysterious trove that included millions of dollars in cash, hundreds of bars of what appeared to be gold, and weapons.

They arrested 12 people, six of them Egyptian citizens, and the haul stirred wild speculation in both countries. Zambian officials launched an inquiry into what they called a gold scam, eliciting a jittery response from Egyptian authorities.