Question: Who was Nicholas II of Russia's father?

full_context: Document 1: Princess Alexandra of Saxe-Coburg and Gotha: Princess Alexandra of Saxe-Coburg and Gotha, , (Alexandra Louise Olga Victoria; 1 September 1878 – 16 April 1942), was the fourth child and third daughter of Alfred, Duke of Edinburgh and Grand Duchess Maria Alexandrovna of Russia. She was a granddaughter of Queen Victoria of the United Kingdom as well as of Tsar Alexander II of Russia.
Document 2: Maria Feodorovna (Dagmar of Denmark): Maria Feodorovna (26 November 1847 – 13 October 1928), born Princess Dagmar of Denmark, was a Danish princess and Empress of Russia as spouse of Emperor Alexander III (reigned 1881–1894). She was the second daughter of King Christian IX of Denmark and Louise of Hesse-Kassel; her siblings included Queen Alexandra of the United Kingdom, King Frederick VIII of Denmark and King George I of Greece. Her eldest son became the last Russian monarch, Emperor Nicholas II of Russia, whom she outlived by ten years.
Document 3: Grand Duchess Maria Kirillovna of Russia: Grand Duchess Maria Kirillovna of Russia, (2 February 1907 – 25 October 1951) was the eldest daughter of Grand Duke Kirill Vladimirovich of Russia and Grand Duchess Victoria Feodorovna. She was born in Coburg when her parents were in exile because their marriage had not been approved by Tsar Nicholas II. She was generally called "Marie," the French version of her name, or by the Russian nickname "Masha." The family returned to Russia prior to World War I, but was forced to flee following the Russian Revolution of 1917.
Document 4: Grand Duchess Alexandra Georgievna of Russia: Grand Duchess Alexandra Georgievna of Russia (Russian: Алекса́ндра Гео́ргиевна ); "née" Princess Alexandra of Greece and Denmark (Greek: Πριγκίπισσα Αλεξάνδρα της Ελλάδας και της Δανίας ); 30 August 1870 – 24 September 1891) 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 Denmark's King Christian IX and Queen Louise. She was a sister to Constantine I of Greece, and thus aunt of three kings and two queens, Constantine's 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 first cousin of Tsar Nicholas II of Russia, King George V of the United Kingdom, and both King Haakon VII and Queen Maud of Norway, as well as a paternal aunt of Prince Philip, Duke of Edinburgh.
Document 5: Rose Trellis (Fabergé egg): The Rose Trellis Fabergé egg is a jewelled enameled imperial Easter egg made in Saint Petersburg, Russia under the supervision of the jeweler Peter Carl Fabergé in 1907, for Tsar Nicholas II of Russia. It was presented by Tsar Nicholas II to his wife, the Empress Alexandra Fyodorovna, on Easter (April 22) 1907. It is now in the Walters Art Museum in Baltimore, Maryland.
Document 6: Princess Victoria Melita of Saxe-Coburg and Gotha: Princess Victoria Melita of Saxe-Coburg and Gotha and Edinburgh , later Grand Duchess Victoria Feodorovna of Russia (25 November 1876 – 2 March 1936) was the third child and second daughter of Alfred, Duke of Saxe-Coburg and Gotha, and Grand Duchess Maria Alexandrovna of Russia. She was a granddaughter of Queen Victoria of the United Kingdom and Emperor Alexander II of Russia.
Document 7: Steel Military (Fabergé egg): The Steel Military egg is one of a series of approximately 50 Russian jewelled Easter eggs created under the supervision of the Russian jeweller Peter Carl Fabergé. This particular egg was delivered to Alexandra Fyodorovna, the Russian Tsarina, on Easter Eve of 1916 on behalf of the last Tsar of Russia, Nicholas II by Fabergé's son Eugène while Nicholas II was away at the Russian front of World War I; Carl Fabergé was himself busy delivering the other Easter egg for 1916, the Order of St. George Egg, to Nicholas's mother, the Dowager Empress Maria. It is one of only ten Imperial eggs that were not sold following the Russian Revolution and subsequent execution of the immediate Imperial Romanov family, and is now held in the collection of the Kremlin Armoury.
Document 8: Red Cross with Triptych (Fabergé egg): The Red Cross with Triptych egg, also known as Red Cross Triptych Egg or Red Cross Egg with Resurrection Triptych, is an enameled Easter egg made under the supervision of the Russian jeweler Peter Carl Fabergé in 1915, for Nicholas II of Russia. Nicholas II presented it to his wife Empress Alexandra Fyodorovna on Easter 1915.
Document 9: Alexander III Commemorative (Fabergé egg): The Alexander III Commemorative egg is a jewelled enameled Easter egg made under the supervision of the Russian jeweller Peter Carl Fabergé in 1909, for Nicholas II of Russia, who presented it to his mother, the Dowager Empress Maria Feodorovna.
Document 10: Maria Vladimirovna, Grand Duchess of Russia: 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.
Document 11: Red Cross with Imperial Portraits (Fabergé egg): The Red Cross with Imperial portraits egg (or the Imperial Red Cross Easter Egg) is a jewelled and enameled Easter egg made by Henrik Wigström (1862–1923) under the supervision of the Russian jeweller Peter Carl Fabergé in 1915, for Nicholas II of Russia, who presented the egg to his mother, the Dowager Empress Maria Feodorovna, in the same year.
Document 12: Alexander Palace (Fabergé egg): The Alexander Palace Egg is a jewelled Easter egg made under the supervision of the Russian jeweler Peter Carl Fabergé in 1908, for the then Tsar of Russia, Nicholas II. Nicholas presented it as an Easter gift to his wife, Alexandra Fyodorovna. It is held in the Kremlin Armoury Museum in Moscow.
Document 13: Gatchina Palace (Fabergé egg): The Gatchina Palace egg is a jewelled, enameled Easter egg made under the supervision of the Russian jeweler Peter Carl Fabergé in 1901, for Nicholas II of Russia. Nicholas II presented it to his mother, the Dowager Empress Maria Feodorovna, at Easter in 1901. The egg opens to reveal a surprise miniature gold replica of the palace at Gatchina (a town south of St. Petersburg) that was built for Count Grigory Orlov and was later acquired by Tsar Paul I. It is one of two imperial Easter eggs in the collection of the Walters Art Museum in Baltimore, Maryland.
Document 14: Princess Xenia Andreevna of Russia: Princess Xenia Andreevna Romanoff (10 March 1919 – 22 October 2000) was a direct descendant of the Tsars of Russia. She was a great niece of Nicholas II, the last reigning Russian Emperor.
Document 15: Twelve Monograms (Fabergé egg): The Twelve Monograms egg, also known as the Alexander III Portraits egg, is a Easter egg made under the supervision of the Russian jeweller Peter Carl Fabergé in 1896 for Tsar Nicholas II of Russia. It was presented by Nicholas II to his mother, the Dowager Empress Maria Feodorovna. The egg was the second Fabergé egg ever given by Nicholas II to his mother as an Easter present.
ground_truth: Emperor Alexander III