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"It wasn't like I played bad," Wie said. "I was just a foot from being perfect all day. I had a lot of birdie chances, but these greens are real subtle and tricky. It's not what you see, it's what you know.
"Playing like this isn't really fun, but there's nothing else I'd rather be doing."
Wie will play the Women's British Open at Royal Birkdale, England, next week before returning home for school.
Sorenstam, winner of nine career majors, drove out of bounds on the par-5 15th and took a double bogey.
The Swede recovered with a sand wedge that landed within a foot of the flag on the 16th, and sent another to within 2 feet on the 17th. Sorenstam then bogeyed the par-5 18th when she hit her 7-wood into the water hazard in front of the green.
"Not a good day at all," Sorenstam said. "I made zero putts. And I thought I'd finally got these Evian greens figured out."
Baena, who won the Women's World Match Play Championship earlier this month, missed just one green and finished with six birdies.
"That was a very, very solid round," she said. "I was hitting the ball so well. My first three birdies were all under 10 feet."
Koch had a bogey-free round that included six birdies, and Brooky finished with eight birdies and two bogeys.