If my math IS correct...
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Father fucks some woman (unimportant) and she has a daughter.
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Father then fucks this daughter, and she gives birth to another girl.
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The father is now the father of both of them. This makes them both his daughters, as well as each others' half-sisters (they do not share the same mother).
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The first daughter is now the mother-sister of her own daughter.
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The second daughter is the daughter-sister of the first daughter. Her father is now also her grandfather
.
Father fucks some woman (unimportant) and she has a daughter.
.
Father then fucks this daughter, and she gives birth to another girl.
.
The father is now the father of both of them. This makes them both his daughters, as well as each others' half-sisters (they do not share the same mother).
.
The first daughter is now the mother-sister of her own daughter.
.
The second daughter is the daughter-sister of the first daughter. Her father is now also her grandfather