Grand Duke George Mikhailovich of Russia (1863–1919)
Grand Duchess Xenia Alexandrovna of Russia (Russian: Ксения Александровна Романова ; 6 April [O.S. 25 March] 1875 – 20 April 1960) was the elder daughter and fourth child of Emperor Alexander III of Russia and Empress Maria Feodorovna of Russia (née Princess Dagmar of Denmark) and the sister of Emperor Nicholas II.
 She married a cousin, Grand Duke Alexander Mikhailovich of Russia, with whom she had seven children.
 She was the mother-in-law of Felix Yusupov and a cousin of Grand Duke Dmitri Pavlovich of Russia who, together, killed Grigori Rasputin, holy healer to her nephew, the haemophiliac Tsarevich Alexei Nikolaevich of Russia.
 During her brother's reign she recorded in her diary and letters increasing concern about his rule.
 After the fall of the monarchy in February 1917 she fled Russia, eventually settling in the United Kingdom.
Duke George of Oldenburg (9 May 1784 – 27 December 1812) was a younger son of Peter I, Grand Duke of Oldenburg and his wife Duchess Frederica of Württemberg.
 He was a son-in-law of Paul I of Russia through marriage to his daughter Grand Duchess Catherine Pavlovna of Russia.
 He was referred to as a prince in Russia, Prince Georgy Petrovich Oldenburgsky.
Maria Vladimirovna, Grand Duchess of Russia (Russian: Мари́я Влади́мировна Рома́нова ; born 23 December 1953 in Madrid), has been a claimant to the headship of the Imperial Family of Russia who reigned as Emperors and Autocrats of All the Russias, since 1992.
 Although she has used Grand Duchess of Russia as her title of pretence with the style Imperial Highness throughout her life, her right to do so is disputed.
 She is a great-great-granddaughter in the male-line of Emperor Alexander II of Russia.
This page is a list of heirs to the throne of Luxembourg.
 The list includes all individuals who were considered to inherit the throne of Luxembourg, either as heir apparent or as heir presumptive, since the constitution of the Grand Duchy of Luxembourg on 15 March 1815.
 Those who actually succeeded as Grand Duke or Grand Duchess of Luxembourg are shown in bold.
Duke of Rothesay (Scottish Gaelic: "Diùc Baile Bhòid" , Scots: "Duik o Rothesay" ) is a dynastic title of the heir apparent to the British throne, currently Prince Charles.
 It was a title of the heir apparent to the throne of the Kingdom of Scotland before 1707, of the Kingdom of Great Britain from 1707 to 1801, and now of the United Kingdom of Great Britain and Northern Ireland.
 It is the title mandated for use by the heir apparent when in Scotland, in preference to the titles "Duke of Cornwall" (which also belongs to the eldest living son of the monarch, when and only when he is also heir apparent, by right) and "Prince of Wales" (traditionally granted to the heir apparent), which are used in the rest of the United Kingdom and overseas.
 The Duke of Rothesay also holds other Scottish titles, including those of Earl of Carrick, Baron of Renfrew, Lord of the Isles and Prince and Great Steward of Scotland.
 The title is named after Rothesay on the Isle of Bute, Argyll and Bute, but is not associated with any legal entity or landed property, unlike the Duchy of Cornwall.
Varvara Alexeyevna Yakovleva (Russian: Варвара Алексеевна Яковлева ; died July 18, 1918), called Nun Barbara (Russian: Инокиня Варвара ), was a Russian Orthodox nun in the convent of Grand Duchess Elizabeth Fyodorovna.
 She was killed by the Bolsheviks along with the grand duchess and Prince Ioann Konstantinovich of Russia, Prince Konstantin Konstantinovich of Russia, Prince Igor Konstantinovich of Russia, Grand Duke Sergei Mikhailovich of Russia, Fyodor Remez, Grand Duke Sergei's secretary, and Prince Vladimir Pavlovich Paley at Alapaevsk.
Princess Nina Georgievna of Russia, (Russian: Нина Георгиевна ) (20 June 1901 – 27 February 1974), was the elder daughter of Grand Duke George Mikhailovich and Grand Duchess Maria Georgievna of Russia.
 A great-granddaughter of Tsar Nicholas I of Russia, she left her native country in 1914, before World War I finished her education in England and spent the rest of her life in exile.
 In London in 1922, she married Prince Paul Chavchavadze, a descendant of the last king of Georgia.
 They had one child, Prince David Chavchavadze, born there two years later.
 In 1927 the family of three moved to the United States and settled in New York.
 In 1939 they bought a home in Wellfleet, Massachusetts.
 Princess Nina was an artist, her husband worked as an author; he wrote five books and translated several others.
 Their son, Prince David Chavchavadze, served with the U.S. Army during World War II and, thanks in part to his knowledge of Russian, eventually became a CIA officer.
 After his retirement, he wrote his memoirs and published those of his grandmother, Grand Duchess George, as well as a book about the grand dukes of Russia.
Stéphanie, Hereditary Grand Duchess of Luxembourg (born Countess Stéphanie de Lannoy on 18 February 1984), is the wife of Hereditary Grand Duke Guillaume, heir apparent to the throne of Luxembourg.
 She became engaged to the Hereditary Grand Duke on 26 April 2012 and married him, in a civil ceremony, on 19 October 2012, followed by a religious service the next day.
Grand Duke George Mikhailovich of Russia (Russian: Георгий Михайлович Романов ; born 13 March 1981) is the heir apparent to Maria Vladimirovna, Grand Duchess of Russia, a claimant to the disputed Headship of the Imperial Family of Russia.
 She attributes to him the title of "Tsesarevich" and he bears, as a title of pretence, the prefix of "Grand Duke" with the style of Imperial Highness; as a cadet member of the branch of the House of Hohenzollern which formerly ruled the German Empire and Kingdom of Prussia he is also traditionally entitled "Prince of Prussia" with the style of Royal Highness.

Question: Grand Duke George Mikhailovich of Russia is the heir apparent to a Duchess born in which city ?
Answer: Madrid