Task: Question Answering
Input (English): Killigrew lived in Hanworth in Middlesex and Falmouth in Cornwall. On 4 November 1566 Killigrew married in the church of St Peter Le Poer, London, Catherine, fourth daughter of Sir Anthony Cooke. He thus became Cecil's brother-in-law. His wife died in 1583, and on 7 November 1590 he was married in the same church to Jaél de Peigne, a French Hugenot. She was naturalised in June 1601. After Henry's death she remarried on 19 April 1617 George Downham, Bishop of Derry, and died c.1632. By his first wife, Killigrew had four daughters: 
Question: Who was Killigrew's father-in-law?
Output (English): Sir Anthony Cooke