After a media-storm of speculation, a video has surfaced revealing that Kate Middleton did not admit to the sex of her baby on a recent trip to Grimbsy.

In the video, Kate is seen accepting a teddy bear from a woman named Diana Burton. During the exchange, Kate is caught on cell phone video saying, "Is this for us, awww, thank you so much, it's very sweet of you". Sandra Cook, who was standing nearby misheard the Duchess and asked, "Did you say my daughter?" The Duchess, who appears confused in the video quickly replied, "No my, oh my? No, no, no . . . !"

According to the Daily Mail, the owner of the video, Lisa Hewson came forward saying, "If you know something isn't true and it is causing trouble, you have to do the right thing, and, hopefully, that is what I am doing here."

Click here to watch the video.

Prince William and Kate Middleton announced they were expecting in December. The couple does not know the sex of the baby, which is due in July, a royal source told the Daily Mail.

Click through the gallery below to see Kate's perfect pregnancy style!