Answer: I'd say abashed because it means emabarresed and that makes sense.
In the short tale "Emperor's New Clothes" by Hans Christian Andersen, the Emperor hires the swindlers because he loves wearing fancy clothes and a important procession is around the corner. These two swindlers promised him "the finest, best suit of clothes from a fabric invisible to anyone who is unfit for his position or hopelessly stupid". Since the Emperor's ministers didn't want to admit that they could not see the clothes, they lied to the Emperor. Eventually, the Emperor lied himself too and as a result he went naked to the procession.
