Nicholas’s mother Dagmar (Maria Feodorovna, wife of Alexander III of Russia) and Queen Alexandra, George V’s mother, were sisters, daughters of King Christian IX of Denmark.
“Nicholas’s mother Dagmar (Maria Feodorovna, wife of Alexander III of Russia) and Queen Alexandra, George V’s mother, were sisters, daughters of King Christian IX of Denmark.’
Which, of course, is why Nicky and Georgie were cousins.