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I really like it. The first time I heard it, it did strike me as feminine, but I figured it had some masculine history. I think going with Alexander, nn Sasha is the best way, because 1) It gives him something to "fall back on" in case he doesn't like Sasha, or is teased because of it (especially since Alexander has a lot of nicknames, and the full version itself); and 2) Like you, I prefer formal names over nicknames as full titles.

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(Oh, and my nine-year-old brother would like to say that he thinks Sasha on a boy is good, too. :) )