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Born in Chicago, Illinois into a White Anglo-Saxon Protestant family of considerable wealth, Mary Jayne Gold was educated at the Master's School at Dobbs Ferry, New York and a finishing school in Italy. In the 1930s, her money allowed her to enjoy the vibrant social scene in London and Paris. Piloting her own airplane, she traveled around Europe, spending her time at luxury hotels, skiing at the best resorts in the Alps, and socializing with the elite of the day.