Kathy McKeon (nanny) describes her conversation with 7-year-old Caroline (in her memoir, "Jackie's Girl"):

"'Did you know my father was president of the United States & that he got shot?'

'Yes, I did know,' I answered carefully. 'And I'm so sorry that happened, Caroline.'

The words felt too thin to hold the weight of the moment, but Caroline seemed happy, not sad, to be talking about him.

'The people of Ireland must be very sad, because my daddy was Irish, and very popular and people loved him," she said. ... Where were you when it happened, Kath?'

(Kathy told her about that day & said her own father had them all pray the rosary that night. 'Peace be with them...')

I fell silent and saw tears falling down Caroline's cheeks. She was very quiet for a few moments then spoke up in a clear voice to reassure me she was all right.

'I was just saying a little prayer for him,' she said, wiping her eyes.

'That's good, Caroline," I said. 'I'll say one for him too.'"