Grand Duchess Alexandra Georgievna of Russia , ne Princess Alexandra of Greece was the third child and firstborn daughter of King George I and Queen Olga of Greece, who herself was a daughter of a Russian grand duke, and was also a grandchild of Denmarks King Christian IX and Queen Louise. She was a sister to Constantine I of Greece, and thus aunt of three kings and two queens, Constantines three sons, who all became kings of Greece, and two of his daughters, who were queens, in name, of Romania and Croatia, respectively. She was also a paternal aunt of Prince Philip, Duke of Edinburgh.
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Source: Wikipedia