Princess Helen of Serbia ( 4 November 1884 -- 16 October 1962 ) was the daughter of King Peter I of Yugoslavia and his wife Princess Zorka of Montenegro . Jelena KaraÄ ` orÄ ` eviÄ or Princess Helen of Serbia ( 4 November 1884 â `` 16 October 1962 ) was the daughter of King Peter I of Yugoslavia and his wife Princess Zorka of Montenegro .