Also, your Wikipedia link above fails to mention even a single assassination that would have been within living memory in 1939, and which would have matched the pattern of a government conspiring to assassinate a foreign leader.

Successful assassination? Does that seem like the most relevant standard when it comes to the original question?

(On a side-note, the CIA seems to endorse the claim that Britain's SIS killed Rasputin. Surely we can trust the CIA...)