Queen Mary, the grandmother of Queen Elizabeth II, wearing the Empress Marie Feodorovna Sapphire Brooch. The Empress, (née Princess Dagmar of Denmark) was the wife of Alexander III of Russia. She received this brooch, an oval cabochon sapphire surrounded by two rows of diamonds with a pear drop pearl pendant, as a wedding gift in 1866 from her sister and brother-in-law, the future King Edward VII and Queen Alexandra. Mary bought it when the Empress' s daughter sold the jewels.