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Catherine, Duchess of Cambridge, Kate Middleton, Mustique

John Stillwell- WPA Pool/Getty Images; Medioimages/Photodisc

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What's a princess to do when it's cold and dreary in London? Just jet away to the Caribbean, of course!

E! News has confirmed Kate Middleton is vacationing on the private island of Mustique with her sister, Pippa, and their parents, Michael and Carole.  

So why isn't Prince William soaking up the sun with Kate and her fam?

The duke's gotta work! The search and rescue helicopter pilot is believed to be spending the week at his RAF base in Anglesey, Wales.

Bet he'd do anything for a cheeseburger in paradise right about now.