Question: The Queen Alexandra Memorial on Marlborough Road, London, which commemorates Queen Alexandra of Denmark, consists of a bronze screen incorporating allegorical figures, set into the garden wall of Marlborough House,  a Grade I listed mansion in St James's, City of Westminster, Inner London, is the headquarters of which organization?
Sentence (from "Marlborough House"): It was built for Sarah Churchill, Duchess of Marlborough, the favourite and confidante of Queen Anne.
Relevant evidence: No