The Guest family had made its fortune in the iron and steel industry in the 18th and 19th centuries and had married into the aristocracy. Frederick Guest was born in London, the third son of Ivor Guest, 1st Baron Wimborne and Lady Cornelia Spencer-Churchill (1847–1927), daughter of John Churchill, 7th Duke of Marlborough. The Wimbornes were Conservatives who had been friends of Benjamin Disraeli. Guest was first cousin of Winston Churchill, son of Lady Cornelia's brother, the Conservative politician Lord Randolph Churchill. His four brothers were also politically active, notably Ivor Guest, 2nd Baron and 1st Viscount Wimborne, a junior minister and Lord Lieutenant of Ireland. In addition, Henry Guest and Oscar Guest were Members of Parliament (MPs), while Lionel Guest (1880–1935) was a member of the London County Council. Educated at Winchester School, Frederick Guest chose the military profession. After apprenticeship in the militia, Guest became (1897) an officer in the 1st Life Guards. He was sent to Egypt in 1900, was decorated for bravery in the South African War (served 1901–02), and rose to captain before retiring from active duty (1906).
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