I was thinking that somewhere she had done that....
Also, I don’t think Marilyn Monroe was ever naked in a movie (Pictures, yes).
She, Loren, must have done some. I found this quote from her:
[Explaining why she stopped doing nude scenes] “When Sophia Loren is naked, that is a lot of nakedness.”
http://www.imdb.com/name/nm0000047/bio
She would have been, if she had had her own way.