Kate Says She Doesn't Know Baby's Sex in New Video

03/08/2013 at 10:15 AM EST

Kate Middleton Pregnant; New Video Shows She Doesn't Know Sex
Catherine, Duchess of Cambridge
Toby Melville/Landov
Is this proof that the Duchess of Cambridge doesn't know the sex of her baby?

Earlier this week while Kate stepped out in Grimsby, a fishing port 180 miles north of London, a bystander Sandra Cook claimed she heard Kate almost say she was expecting a baby girl.

But a new video has emerged in which Kate says she will take the teddy bear that was given to her, and asks, "Is this for us?"

When quizzed further down the line by an admirer whether she said "daughter," Kate says that she and Prince William don't know the baby's sex.

"Are you sure?" the woman asks.

"I'm sure," responds an expectant Kate, as Cook laughs. "We don't know. Thank you very much. It's very sweet of you."

What do you think? Watch the video below – and see for yourself.

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