Margo. The 'T' is silent as in Harlow.
Notes from Wikiquote
Mark my words: great quotations and the stories behind them by Nigel Rees (2002), p. 63. | This exchange is also attributed to Margot Asquith, but Rees traces it to Grahame and concludes it was transferred to a more famous Margot when Margot Grahame's star waned. Apparently Grahame didn't intend a put-down and only realized later what she had said.