Princess Beatrice is being tipped to name her baby Philip in a sweet nod to her late grandad.
The name is currently the frontrunner by the bookies, at 8/1, for if she gives birth to a boy.
Sarah, the name of her mum, the Duchess of York, is the current favourite for if she has a baby girl, which is also at 8/1 from Betfair.
The Royal Family announced on Wednesday, May 19 that Prince Andrew’s eldest daughter, 32, is expecting a child in the autumn with husband Edoardo Mapelli Mozzi.
Buckingham Palace said her grandmother, the Queen, is “delighted” by the announcement.
With a nod to Edoardo's Italian heritage, Betfair there are plenty of Italian names on the list – with Marco and Anna second favourites at 11/1 and 10/1 respectively.
His dad’s name Alessandro is 16/1, while Maria is 12/1.
When it comes to other boys’ royal names, Betfair currently has Andrew at 14/1, Henry at 16/1, William at 33/1 and Charles at 40/1.
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Betfair spokesman Sam Rosbottom said: "Royal Family fans will be delighted to hear the news that not long after sister Eugenie gave birth, Beatrice is pregnant with her first child – and Philip is the early 8/1 favourite in the boys name odds, in tribute to the recent sad passing of her grandfather.
“Meanwhile, her mother's name Sarah is 8/1 favourite in the girls list.
"We are tipping the happy couple to have an Italian flavour with their choice of name, with Edoardo's father hailing from Bergamo.
“The likes of Marco at 11/1, Maria at 12/1, Rosa at 14/1 and Alessandro at 16/1 suggest they could break from traditional British names usually favoured by the Royal Family."
The news is thought to have brought joy to the monarch, 95, and other members of the Firm, who are mourning the loss of Prince Philip.
The Duke of Edinburgh died on April 9, aged 99.
A statement from Buckingham Palace said: "Her Royal Highness Princess Beatrice and Mr Edoardo Mapelli Mozzi are very pleased to announce that they are expecting a baby in autumn of this year.
"The Queen has been informed and both families are delighted with the news."
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