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The death of Anna Nicole Smith would be tragic enough on its own.

But there’s a baby involved – and the whereabouts of Dannielynn Hope Marshall Stern is a question on everyone’s mind. Here’s the answer:

She is now in the care of her wanna-be father Howard K. Stern‘s mother and sister in the Bahamas.

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Meanwhile, Stern, who is listed on Dannielynn’s birth certificate as her dad, is in Florida, where police earlier Friday said that there was no evidence that a crime had occurred in Smith’s death.

“Of course he wants to be with her,” says Howard’s lawyer, Ron Rale, of Stern and Dannielynn, “but I don’t know exactly when he will get there.”

Also in the Bahamas Friday: Anna Nicole’s mother, Virgie Arthur, who was spotted at police headquarters in Nassau.

Arthur went to the Bahamas to locate Dannielynn Hope because she “feared for her granddaughter’s safety,” the Nassau Guardian newspaper reported. She went to the Ministry of Social Services to seek help in gaining protective custody of the child, but they were unable to assist her and she left in tears after a 45-minute meeting.

“I don’t know what her expectations were, but I had to advise her to seek legal counsel to find out what course of action she can take,” Reginald Ferguson, assistant commissioner of the Royal Bahamian Police, told the Associated Press.

Dannielynn was not with her mother when Smith died Thursday in Florida. Meanwhile, yet another man has somehow stepped up and claimed to be her father – and he’s been dead for ten years: J. Howard Marshall.

Anna’s half-sister, Donna Hogan, in a manuscript – aptly titled “Train Wreck” – alleges that her deceased sister froze the sperm of her 90-year-old husband before he died, and then used it to become pregnant as a “trump card” in winning the ongoing legal battle for the billionaire’s estate.

Prince Frederick von Anhalt had joined the baby’s daddy brigade a day earlier. We’ll have more on all the confusion as it develops.