In a statement, which didn't mention the baby's name, the Monaco palace said Princess Caroline is overjoyed at the arrival of her first grandchild.

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This baby's name is Xolani and, just like you, Nkosi.

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Bookmakers have already opened odds on the baby's name, with William and Harry at joint 20-1 favourites for a boy with the same odds for Zara or Grace for a girl.

BBC: NEWS | Entertainment | Britney confirms she is pregnant

For whatever reason, she kept the name of her new baby's father to herself.

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