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In 1909, Alexander featured in many newspapers after rumors spread that he would enter into a morganatic marriage with American Marjorie Gould, a daughter of wealthy railroad executive George Jay Gould I.
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In 1918, the year the family was murdered, Alexander traveled to Berlin and tried to get the help of Wilhelm II, German Emperor, who was a cousin of Nicholas'; in this attempt, the duke tried to persuade Nicholas to agree to a plan based on German help.