GMAT Sentence Correction (SC) | Re: In late 1997, the chambers inside the pyramid of the Pharaoh

Imagine the sentence

"The lady holding the little girl, who works in the supermarket, looks sad."

Is this correct? Or do we have ambiguity in the use of rel. pronoun "who" ? "holding" modifies "lady", "the little girl" refers to "holding" So here can the object of "who" be the lady? or it will be the girl?

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