Princess Irene, Duchess of Aosta
Princess Irene of Greece and Denmark( 13 February 1904 – 15 April 1974) was the fifth child and second daughter of Constantine I of Greece and his wife, the former Princess Sophie of Prussia.
She was a member of the royal families of Greece and Italy.
From 1941 to 1943 she was also officially Queen Consort of Croatia.
Princess Sophie of Greece and Denmark
Princess Sophie of Greece and Denmark (26 June 1914 – 24 November 2001) was the fourth child and youngest daughter of Prince Andrew of Greece and Denmark and Princess Alice of Battenberg.
The Duke of Edinburgh is her younger brother.
Sophie was born at the villa Mon Repos on the island of Corfu in Greece.
Princess Theodora of Greece and Denmark (1906–1969)
Princess Theodora of Greece and Denmark( 30 May 1906 – 16 October 1969) was the second child and daughter of Prince Andrew of Greece and Denmark and Princess Alice of Battenberg, and the second eldest sister of Prince Philip, Duke of Edinburgh.
Prince Andrew of Greece and Denmark
Prince Andrew of Greece and Denmark (– 3 December 1944) of the House of Schleswig-Holstein-Sonderburg-Glücksburg, was the seventh child and fourth son of King George I of Greece and Olga Constantinovna of Russia.
He was a grandson of Christian IX of Denmark and father of Prince Philip, Duke of Edinburgh.
He was from birth a prince of both Denmark and Greece by virtue of his patrilineal descent.
He began military training at an early age, and was commissioned as an officer in the Greek army.
His command positions were substantive appointments rather than honorary, and he saw service in the Balkan Wars.
In 1913, his father was assassinated and Andrew's elder brother, Constantine, became king.
Dissatisfaction with his brother's neutrality policy during World War
I led to his brother's abdication and most of the royal family, including Andrew, was exiled.
On their return a few years later, Andrew saw service as Major General in the Greco-Turkish War (1919–1922), but the war went badly for Greece, and Andrew was blamed, in part, for the loss of Greek territory.
He was exiled for a second time in 1922, and spent most of the rest of his life in France.
By 1930, he was estranged from his wife, Princess Alice of Battenberg.
His only son, Prince Philip, served in the British navy during World War II, while all four of his daughters were married to Germans, three of whom had Nazi connections.
Separated from his wife and son by the effects of the war, Andrew died in Monte Carlo in 1944.
He had seen neither of them since 1939.
Princess Sophie of Romania
Princess Sophie of Romania( born 29 October 1957) is the fourth daughter of King Michael I and Queen Anne of Romania.
Princess Elizabeth of Greece and Denmark
Princess Elisabeth of Greece and Denmark( 24 May 1904 – 11 January 1955) was the middle daughter of Prince Nicholas of Greece and Grand Duchess Elena Vladimirovna of Russia.
Princess Irene of Greece and Denmark
Princess Irene of Greece and Denmark( born 11 May 1942) is the youngest child and second daughter of King Paul of Greece and his wife Princess Frederika of Hanover.
She is the younger sister of Queen Sofía of Spain and of the deposed King Constantine II of Greece and maternal aunt of Felipe VI of Spain.
Princess Anastasia of Greece and Denmark
Princess Anastasia of Greece and Denmark ("née" Nonie May Stewart; 20 January 1878 – 29 August 1923) was an American-born heiress and member of the Greek Royal Family.
She was married to Prince Christopher of Greece and Denmark, the youngest child of King George I of Greece and his consort, Grand Duchess Olga Constantinovna of Russia, but was created a princess "suo jure".
Princess Christina Margarethe of Hesse
Princess Christina Margarethe of Hesse( 10 January 1933 – 22 November 2011) was the eldest daughter of Prince Christoph of Hesse, nephew of Germany's last emperor Wilhelm II, and of Princess Sophie of Greece and Denmark.
A niece by marriage of Elizabeth II of the United Kingdom, from 1956 to 1962 she was married to Prince Andrew of Yugoslavia, a son of Alexander I of Yugoslavia.
Princess Margarita of Greece and Denmark
Princess Margarita of Greece and Denmark( 18 April 1905 – 24 April 1981) was the eldest child and daughter of Prince Andrew of Greece and Denmark and Princess Alice of Battenberg.
She was the first great- great- grandchild of Queen Victoria, and the eldest sister of Prince Philip, Duke of Edinburgh.

Question: Who is the paternal grandmother of Princess Sophie Of Greece And Denmark?
Answer: Olga Constantinovna of Russia