Frigo was born in Chicago, Illinois, and studied violin for only three years beginning at age 7. In high school he started to play double bass in dance orchestras, and would continue his career as a bassist for several decades. In 1942 he played with Chico Marx's orchestra and did a comedy routine on violin with Marx on piano.[2] He entered the United States Coast Guard during World War II only to find himself playing in a band on Ellis Island with Al Haig and Kai Winding.


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