GrandduschessElla,
I don't have the book at hand but do have a the DVD. In the screenplay the line from Kerensky to AF is "Frau Romanov, you have kept your head, you should be grateful." Nicholas tries to comfort here by saying "They are just thngs, things get lost, get broken, we are together and that is what matters". The film is discussed at length on the films forum here.
Regards,
Alexei