Alexandra Pauline Cohen was born in Westwood, California, a neighborhood in Los Angeles. Her nickname "Sasha" is a Russian diminutive of "Alexandra". Her mother, Galina (née Feldman), is a Jewish immigrant from USSR and a former ballet dancer. Her father, Roger Cohen, is a graduate of the University of California, Berkeley Boalt Hall School of Law and formerly a law partner at Brobeck, Phleger & Harrison. Cohen has a younger sister, Natalia (nickname "Natasha"), who began college at Barnard College in August 2006. She speaks Russian.\n', '

Cohen graduated from Futures High School in Mission Viejo, California in 2002. Cohen graduated from the Columbia University School of General Studies in 2016 with a degree in political science. As a university student, she has used the name Alex rather than Sasha.\n', '

In 2005, Cohen published her autobiography, Fire on Ice. The autobiography was republished in 2006 adding a new chapter on the 2006 season.\n', '

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