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That's what those holes are
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... Does a coconut have babies and nurture them?
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Yes. The seed grows inside the coconut and then is released through the shell. This is why sometimes you will get a vine with coconut on it, if the tree is close enough to the ground. However most of the time the tree is up high so the coconut just falls.
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Where's the coconut's blood?
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Coconut water.