Audrey H. Charlson is the great-granddaughter of Henry Phipps, the steel magnate and business associate of Andrew Carnegie. Her father was an investment banker. Audrey is a granddaughter of the late Mr. and Mrs. Henry Carnegie Phipps of Spring Hill, Westbury, and Palm Beach, Fla., and the late Mr. and Mrs. Hale Holden of New York and Old Black Point, Conn. Mr. Phipps was a financier and real estate developer. Mrs. Phipps owned Wheatley Stable, which she established with her husband and her brother, the late Ogden L. Mills, Secretary of the Treasury in the Administration of President Herbert C. Hoover. Mr. Holden was chairman of the Southern Pacific Railroad. In 1982 she married Arthur Duel, a lawyer who is the grandson of the late Dr. Duel of New York, who was personal physician to President Theodore Roosevelt.