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When Phillip of Macedon married Cleopatra and questioned Alexander's legitimacy, both Olympias (Alexander's mother) and Alexander went into exile. Alexander was brought back to Pella after the birth of Cleopatra's daughter. She did produce a male heir in June 336 BC, but Philip was assassinated soon after the birth.

Source(s)

Alexander of Macedon, 356-323 B.C.: A Historical Biography, BookRags