Final answer:
Alexander the Great and Hephaestion may have used Hephaestion as a pawn in their family politics. Their first marriage was arranged, while their second marriage was based on genuine love.
Step-by-step explanation:
The answer to your question can be found in the information provided about Alexander the Great and his family. Alexander the Great had a close companion named Hephaestion who may have been used as a pawn by Alexander's brothers.
The two married twice, with the first marriage being arranged for political reasons and the second marriage being a result of their genuine love for each other. Unfortunately, the information provided does not mention the name of their baby. Therefore, none of the given options (Philip II, Cleopatra, Hephaestion, Roxana) can be confirmed as the name of their baby.